+15.9%
ELV vs GLDM
+143.3%
-127.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +3.3% | -0.5% | +3.8% | +3.3% |
| 30D | +4.2% | +4.4% | -0.2% | +3.9% |
| 3M | -0.1% | -1.1% | +1.0% | -0.3% |
| 6M | +41.3% | -13.7% | +54.9% | +41.5% |
| YTD | +17.4% | +2.8% | +14.7% | +17.0% |
| 1Y | +35.1% | +24.8% | +10.2% | +34.1% |
| 3Y | -3.2% | +127.8% | -131.1% | -8.9% |
| All | +15.9% | +143.3% | -127.4% | +7.0% |
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