-1.4%
ELV vs GLDM
+106.4%
-107.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.4% | +2.8% |
| 7D | +3.8% | +2.9% | +1.0% | +3.7% |
| 30D | +4.1% | -3.9% | +8.0% | +4.2% |
| 3M | +8.5% | -8.1% | +16.6% | +8.7% |
| 6M | +14.6% | -14.7% | +29.3% | +14.5% |
| YTD | +24.4% | -6.6% | +30.9% | +24.6% |
| 1Y | +44.2% | -2.1% | +46.3% | +44.7% |
| 3Y | -1.4% | +107.7% | -109.1% | -3.5% |
| All | -1.4% | +106.4% | -107.9% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling