+101.0%
EQT vs GLDM
+248.1%
-147.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +7.7% | +4.4% | +3.3% | +7.0% |
| 3M | +0.2% | -1.1% | +1.2% | +0.3% |
| 6M | -9.5% | -13.7% | +4.2% | -7.6% |
| YTD | +3.8% | +2.8% | +1.1% | +2.5% |
| 1Y | +7.8% | +24.8% | -17.1% | +2.9% |
| 3Y | +30.1% | +127.8% | -97.7% | +13.6% |
| 5Y | +188.6% | +141.1% | +47.5% | +147.9% |
| All | +101.0% | +248.1% | -147.2% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling