+171.7%
EOG vs GLDM
+143.3%
+28.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +8.2% | +4.4% | +3.8% | +7.4% |
| 3M | +3.8% | -1.1% | +4.9% | +4.2% |
| 6M | +15.3% | -13.7% | +29.0% | +19.5% |
| YTD | +41.7% | +2.8% | +38.9% | +38.0% |
| 1Y | +23.6% | +24.8% | -1.3% | +11.3% |
| 3Y | +23.3% | +127.8% | -104.5% | -20.4% |
| All | +171.7% | +143.3% | +28.4% | +67.7% |
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 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