+42.0%
SYY vs GLDM
+216.5%
-174.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.8% |
| 7D | +4.7% | +2.9% | +1.9% | +4.6% |
| 30D | -0.7% | -3.9% | +3.3% | -0.4% |
| 3M | -6.8% | -8.1% | +1.4% | -6.4% |
| 6M | +8.6% | -14.7% | +23.3% | +9.6% |
| YTD | +8.4% | -6.6% | +15.0% | +9.2% |
| 1Y | +7.1% | -2.1% | +9.2% | +7.7% |
| 3Y | +25.2% | +107.7% | -82.5% | +22.4% |
| 5Y | +13.0% | +116.5% | -103.5% | +9.2% |
| All | +42.0% | +216.5% | -174.4% | +49.8% |
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 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