+39.5%
SYY vs GLDM
+204.0%
-164.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | +1.3% | -5.5% | +6.8% | +1.7% |
| 30D | -3.5% | -7.0% | +3.5% | -3.1% |
| 3M | -9.3% | -12.3% | +3.0% | -8.6% |
| 6M | +5.9% | -17.9% | +23.8% | +7.1% |
| YTD | +6.5% | -10.3% | +16.7% | +7.5% |
| 1Y | +4.0% | -7.8% | +11.8% | +5.0% |
| 3Y | +23.0% | +99.5% | -76.5% | +20.5% |
| 5Y | +14.3% | +106.5% | -92.1% | +10.9% |
| All | +39.5% | +204.0% | -164.5% | +47.5% |
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