+77.0%
SRE vs GLDM
+219.1%
-142.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -9.2% | +4.7% | -13.8% | -9.8% |
| 30D | -1.9% | -0.9% | -1.0% | -1.8% |
| 3M | -6.5% | -4.3% | -2.2% | -6.1% |
| 6M | -15.2% | -13.4% | -1.8% | -13.3% |
| YTD | -9.5% | -5.8% | -3.6% | -10.0% |
| 1Y | -13.2% | +2.1% | -15.3% | -15.5% |
| 3Y | +19.5% | +105.0% | -85.5% | -4.7% |
| 5Y | +43.6% | +122.5% | -78.9% | +11.1% |
| All | +77.0% | +219.1% | -142.1% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling