+130.5%
SU vs GLDM
+242.2%
-111.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | +13.7% | +0.3% | +13.4% | +13.5% |
| 3M | +8.0% | +0.7% | +7.3% | +7.7% |
| 6M | +21.0% | -15.4% | +36.4% | +24.9% |
| YTD | +56.2% | +1.0% | +55.2% | +54.0% |
| 1Y | +72.2% | +19.7% | +52.5% | +61.8% |
| 3Y | +118.1% | +126.5% | -8.4% | +72.9% |
| 5Y | +350.3% | +142.5% | +207.8% | +250.7% |
| All | +130.5% | +242.2% | -111.7% | +86.3% |
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