+70.4%
EOG vs GLDM
+225.0%
-154.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | -6.0% | +5.0% | -11.0% | -6.3% |
| 30D | +0.9% | -1.3% | +2.2% | +1.0% |
| 3M | +10.9% | -4.7% | +15.6% | +11.3% |
| 6M | +15.8% | -12.4% | +28.2% | +17.4% |
| YTD | +45.8% | -4.1% | +49.9% | +45.1% |
| 1Y | +45.3% | +3.3% | +41.9% | +42.7% |
| 3Y | +36.2% | +110.9% | -74.8% | +16.1% |
| 5Y | +94.0% | +124.8% | -30.8% | +62.6% |
| All | +70.4% | +225.0% | -154.6% | +59.5% |
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 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