+91.3%
EQT vs GLDM
+204.0%
-112.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.3% |
| 7D | +3.4% | -5.5% | +8.9% | +4.2% |
| 30D | -3.5% | -7.0% | +3.5% | -2.6% |
| 3M | -2.8% | -12.3% | +9.4% | -1.2% |
| 6M | -5.5% | -17.9% | +12.4% | -3.0% |
| YTD | -1.1% | -10.3% | +9.1% | -0.7% |
| 1Y | -12.9% | -7.8% | -5.1% | -13.0% |
| 3Y | +39.5% | +99.5% | -60.0% | +23.9% |
| 5Y | +164.1% | +106.5% | +57.6% | +130.8% |
| All | +91.3% | +204.0% | -112.6% | +100.7% |
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 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