+99.0%
EQT vs GLDM
+245.4%
-146.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | +1.0% | +0.3% | +0.8% | +0.9% |
| 3M | +4.0% | +3.3% | +0.7% | +3.4% |
| 6M | -11.7% | -14.5% | +2.8% | -9.7% |
| YTD | +2.8% | +1.9% | +0.9% | +1.6% |
| 1Y | +10.0% | +21.1% | -11.1% | +5.5% |
| 3Y | +34.1% | +128.6% | -94.5% | +17.1% |
| 5Y | +195.3% | +143.8% | +51.5% | +154.5% |
| All | +99.0% | +245.4% | -146.4% | +105.3% |
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