+7.3%
ELV vs GLDM
+112.9%
-105.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| YTD | +24.3% | -7.7% | +32.0% | +24.3% |
| 1Y | +38.9% | -3.6% | +42.5% | +38.8% |
| 3Y | -1.5% | +105.2% | -106.7% | -7.6% |
| 5Y | +7.3% | +112.8% | -105.5% | -2.8% |
| All | +7.3% | +112.9% | -105.6% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling