+133.4%
SU vs GLDM
+219.1%
-85.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -13.4% | +4.7% | -18.1% | -14.1% |
| 30D | +0.9% | -0.9% | +1.7% | +1.0% |
| 3M | +12.8% | -4.3% | +17.1% | +13.4% |
| 6M | +8.3% | -13.4% | +21.7% | +10.9% |
| YTD | +58.2% | -5.8% | +64.0% | +57.7% |
| 1Y | +67.1% | +2.1% | +65.1% | +63.1% |
| 3Y | +125.6% | +105.0% | +20.6% | +82.3% |
| 5Y | +213.6% | +122.5% | +91.1% | +147.0% |
| All | +133.4% | +219.1% | -85.7% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling