+187.7%
EQIX vs GLDM
+225.0%
-37.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.3% | +3.7% |
| 7D | +6.1% | +5.0% | +1.1% | +4.9% |
| 30D | +2.8% | -1.3% | +4.1% | +3.1% |
| 3M | +1.6% | -4.7% | +6.3% | +2.7% |
| 6M | -0.7% | -12.4% | +11.7% | +2.2% |
| YTD | +39.7% | -4.1% | +43.8% | +38.8% |
| 1Y | +30.6% | +3.3% | +27.2% | +26.9% |
| 3Y | +48.4% | +110.9% | -62.5% | +13.3% |
| 5Y | +46.0% | +124.8% | -78.8% | +7.4% |
| All | +187.7% | +225.0% | -37.3% | +115.8% |
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 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