+43.4%
SYY vs GLDM
+225.0%
-181.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | -4.1% | +5.0% | -9.1% | -4.4% |
| 30D | +0.3% | -1.3% | +1.6% | +0.3% |
| 3M | -6.3% | -4.7% | -1.6% | -6.1% |
| 6M | +9.7% | -12.4% | +22.1% | +10.5% |
| YTD | +9.4% | -4.1% | +13.5% | +10.1% |
| 1Y | +7.3% | +3.3% | +3.9% | +7.6% |
| 3Y | +27.6% | +110.9% | -83.3% | +24.6% |
| 5Y | +12.5% | +124.8% | -112.2% | +8.6% |
| All | +43.4% | +225.0% | -181.6% | +51.0% |
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 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