+45.4%
SYY vs GLDM
+248.1%
-202.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -4.9% | +4.4% | -9.3% | -5.2% |
| 3M | +8.4% | -1.1% | +9.4% | +8.4% |
| 6M | -7.4% | -13.7% | +6.3% | -6.6% |
| YTD | +11.0% | +2.8% | +8.2% | +11.2% |
| 1Y | -0.2% | +24.8% | -25.1% | -0.7% |
| 3Y | +23.8% | +127.8% | -104.0% | +20.3% |
| 5Y | +18.1% | +141.1% | -123.0% | +13.6% |
| All | +45.4% | +248.1% | -202.7% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling