+129.0%
SU vs GLDM
+225.0%
-96.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.2% |
| 7D | -10.6% | +5.0% | -15.6% | -11.3% |
| 30D | -6.6% | -1.3% | -5.3% | -6.5% |
| 3M | +12.9% | -4.7% | +17.6% | +13.7% |
| 6M | +6.7% | -12.4% | +19.1% | +9.2% |
| YTD | +55.2% | -4.1% | +59.3% | +54.3% |
| 1Y | +61.5% | +3.3% | +58.2% | +57.4% |
| 3Y | +128.7% | +110.9% | +17.8% | +83.7% |
| 5Y | +210.8% | +124.8% | +86.1% | +144.1% |
| All | +129.0% | +225.0% | -96.1% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling