+25.2%
SYY vs GLDM
+106.4%
-81.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.7% |
| 7D | +4.7% | +2.9% | +1.9% | +4.5% |
| 30D | -0.7% | -3.9% | +3.3% | -0.3% |
| 3M | -6.8% | -8.1% | +1.4% | -6.1% |
| 6M | +8.6% | -14.7% | +23.3% | +10.3% |
| YTD | +8.4% | -6.6% | +15.0% | +9.8% |
| 1Y | +7.1% | -2.1% | +9.2% | +8.2% |
| 3Y | +25.2% | +107.7% | -82.5% | +12.2% |
| All | +25.2% | +106.4% | -81.2% | +12.2% |
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