+5.2%
SSPC vs GLDM
-6.7%
+11.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.7% | +4.1% | +10.5% |
| 7D | +11.8% | -0.3% | +12.1% | +11.2% |
| 30D | +44.7% | -1.9% | +46.6% | +42.7% |
| 3M | -40.7% | -0.4% | -40.3% | -43.4% |
| All | +5.2% | -6.7% | +11.9% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling