-34.6%
ELAN vs GLDM
+260.5%
-295.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -4.6% | +0.2% | -4.7% | -4.6% |
| 30D | +5.7% | +0.3% | +5.4% | +5.7% |
| 3M | -3.9% | +3.3% | -7.2% | -4.3% |
| 6M | -1.6% | -14.5% | +12.8% | -0.4% |
| YTD | +4.1% | +1.9% | +2.1% | +3.9% |
| 1Y | +25.5% | +21.1% | +4.4% | +23.9% |
| 3Y | +103.2% | +128.6% | -25.4% | +87.2% |
| 5Y | -29.8% | +143.8% | -173.6% | -36.7% |
| All | -34.6% | +260.5% | -295.1% | -39.6% |
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 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