+41.7%
EQIX vs GLDM
+104.2%
-62.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -0.1% | +4.7% | -4.8% | -0.9% |
| 30D | -1.8% | -0.9% | -1.0% | -1.7% |
| 3M | -3.4% | -4.3% | +1.0% | -2.6% |
| 6M | -6.0% | -13.4% | +7.4% | -4.1% |
| YTD | +34.2% | -5.8% | +40.0% | +33.1% |
| 1Y | +26.2% | +2.1% | +24.2% | +22.9% |
| 3Y | +41.7% | +105.0% | -63.4% | +4.5% |
| All | +41.7% | +104.2% | -62.5% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling