+128.9%
SU vs GLDM
+99.9%
+29.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.7% | -4.6% | +6.3% | +2.1% |
| 30D | -7.9% | -5.5% | -2.4% | -7.4% |
| 3M | +7.5% | -10.9% | +18.4% | +8.7% |
| 6M | +7.2% | -17.3% | +24.5% | +9.7% |
| YTD | +60.9% | -10.2% | +71.1% | +60.1% |
| 1Y | +63.6% | -6.9% | +70.6% | +61.0% |
| 3Y | +128.9% | +98.7% | +30.2% | +66.1% |
| All | +128.9% | +99.9% | +29.0% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling