+135.3%
SU vs GLDM
+204.0%
-68.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.9% |
| 7D | +0.3% | -5.5% | +5.8% | +1.2% |
| 30D | -7.9% | -7.0% | -0.9% | -6.9% |
| 3M | +9.2% | -12.3% | +21.5% | +11.3% |
| 6M | +5.5% | -17.9% | +23.4% | +8.9% |
| YTD | +59.5% | -10.3% | +69.7% | +60.1% |
| 1Y | +59.9% | -7.8% | +67.7% | +59.3% |
| 3Y | +130.3% | +99.5% | +30.8% | +86.4% |
| 5Y | +225.3% | +106.5% | +118.8% | +158.0% |
| All | +135.3% | +204.0% | -68.7% | +93.7% |
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