+81.8%
EOG vs GLDM
+204.4%
-122.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +7.6% | -4.6% | +12.2% | +7.9% |
| 30D | +3.4% | -5.5% | +8.8% | +3.7% |
| 3M | +12.7% | -10.9% | +23.6% | +13.5% |
| 6M | +19.0% | -17.3% | +36.3% | +20.9% |
| YTD | +55.6% | -10.2% | +65.7% | +55.3% |
| 1Y | +49.5% | -6.9% | +56.5% | +48.3% |
| 3Y | +43.2% | +98.7% | -55.5% | +22.4% |
| 5Y | +111.8% | +106.7% | +5.1% | +77.9% |
| All | +81.8% | +204.4% | -122.6% | +70.7% |
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