+99.2%
ELV vs GLDM
+212.7%
-113.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | 0.0% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | +1.8% | -4.4% | +6.2% | +1.9% |
| 3M | +10.5% | -8.8% | +19.3% | +10.9% |
| 6M | +13.5% | -15.9% | +29.3% | +14.1% |
| YTD | +24.3% | -7.7% | +32.0% | +24.4% |
| 1Y | +38.9% | -3.6% | +42.5% | +38.8% |
| 3Y | -1.5% | +105.2% | -106.7% | -6.2% |
| 5Y | +7.3% | +112.8% | -105.5% | +1.4% |
| All | +99.2% | +212.7% | -113.5% | +98.3% |
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