+134.2%
SU vs GLDM
+212.7%
-78.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | -4.3% | -2.0% | -2.3% | -4.0% |
| 30D | -6.2% | -4.4% | -1.7% | -5.6% |
| 3M | +9.7% | -8.8% | +18.5% | +11.2% |
| 6M | +7.3% | -15.9% | +23.2% | +10.4% |
| YTD | +58.7% | -7.7% | +66.4% | +58.7% |
| 1Y | +59.7% | -3.6% | +63.3% | +57.8% |
| 3Y | +129.2% | +105.2% | +24.0% | +84.8% |
| 5Y | +223.7% | +112.8% | +110.9% | +155.6% |
| All | +134.2% | +212.7% | -78.6% | +92.0% |
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