+66.3%
EOG vs GLDM
+221.7%
-155.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -10.7% | +1.9% | -12.6% | -10.8% |
| 30D | +1.1% | -1.7% | +2.8% | +1.2% |
| 3M | +8.7% | -3.5% | +12.2% | +8.9% |
| 6M | +4.4% | -10.1% | +14.4% | +5.4% |
| YTD | +42.4% | -5.0% | +47.4% | +41.7% |
| 1Y | +42.1% | +2.8% | +39.3% | +39.6% |
| 3Y | +25.8% | +105.1% | -79.3% | +7.7% |
| 5Y | +93.3% | +124.3% | -31.0% | +62.2% |
| All | +66.3% | +221.7% | -155.3% | +55.8% |
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