+40.6%
SYY vs GLDM
+219.1%
-178.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | -7.3% | +4.7% | -11.9% | -7.5% |
| 30D | +0.1% | -0.9% | +1.0% | +0.1% |
| 3M | -8.2% | -4.3% | -3.9% | -8.0% |
| 6M | +6.3% | -13.4% | +19.7% | +7.1% |
| YTD | +7.3% | -5.8% | +13.1% | +8.1% |
| 1Y | +8.5% | +2.1% | +6.4% | +8.9% |
| 3Y | +24.9% | +105.0% | -80.1% | +22.1% |
| 5Y | +8.0% | +122.5% | -114.5% | +4.3% |
| All | +40.6% | +219.1% | -178.5% | +48.2% |
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 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