+99.3%
ELV vs GLDM
+204.4%
-105.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +1.0% | -4.6% | +5.6% | +1.2% |
| 30D | +0.4% | -5.5% | +5.8% | +0.6% |
| 3M | +8.4% | -10.9% | +19.2% | +8.9% |
| 6M | +8.4% | -17.3% | +25.8% | +9.1% |
| YTD | +24.4% | -10.2% | +34.5% | +24.6% |
| 1Y | +33.5% | -6.9% | +40.4% | +33.6% |
| 3Y | -2.1% | +98.7% | -100.7% | -6.7% |
| 5Y | +5.8% | +106.7% | -101.0% | +0.1% |
| All | +99.3% | +204.4% | -105.0% | +98.7% |
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