+51.6%
SW vs GLDM
+104.1%
-52.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.4% | +3.2% |
| 7D | +12.1% | -0.3% | +12.3% | +12.1% |
| 30D | +6.6% | -1.9% | +8.4% | +7.0% |
| 3M | -6.0% | -0.4% | -5.6% | -6.0% |
| 6M | +21.5% | -10.1% | +31.5% | +24.3% |
| YTD | +20.3% | -5.8% | +26.2% | +22.0% |
| 1Y | +28.1% | +3.1% | +25.0% | +27.9% |
| All | +51.6% | +104.1% | -52.6% | +5.3% |
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 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