+65.6%
EOG vs GLDM
+248.1%
-182.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +8.2% | +4.4% | +3.8% | +7.8% |
| 3M | +3.8% | -1.1% | +4.9% | +4.1% |
| 6M | +15.3% | -13.7% | +29.0% | +17.7% |
| YTD | +41.7% | +2.8% | +38.9% | +40.2% |
| 1Y | +23.6% | +24.8% | -1.3% | +17.9% |
| 3Y | +23.3% | +127.8% | -104.5% | +4.3% |
| 5Y | +170.4% | +141.1% | +29.3% | +125.5% |
| All | +65.6% | +248.1% | -182.6% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling