+92.5%
EQT vs GLDM
+212.7%
-120.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +0.3% | -2.0% | +2.3% | +0.5% |
| 30D | -0.7% | -4.4% | +3.8% | -0.1% |
| 3M | -2.8% | -8.8% | +6.1% | -1.7% |
| 6M | -6.1% | -15.9% | +9.8% | -3.9% |
| YTD | -0.5% | -7.7% | +7.2% | -0.5% |
| 1Y | -12.1% | -3.6% | -8.5% | -12.8% |
| 3Y | +40.4% | +105.2% | -64.9% | +24.2% |
| 5Y | +167.8% | +112.8% | +55.0% | +133.2% |
| All | +92.5% | +212.7% | -120.2% | +101.2% |
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