+216.8%
GLDM vs EAT
+307.9%
-91.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -2.6% |
| 7D | +2.9% | -5.9% | +8.8% | +2.9% |
| 30D | -3.9% | +0.7% | -4.6% | -3.9% |
| 3M | -8.1% | -14.2% | +6.1% | -8.0% |
| 6M | -14.7% | +40.7% | -55.4% | -15.0% |
| YTD | -6.6% | +36.0% | -42.6% | -6.9% |
| 1Y | -2.1% | +83.1% | -85.1% | -2.6% |
| 3Y | +107.7% | +474.8% | -367.1% | +104.2% |
| 5Y | +116.5% | +347.6% | -231.1% | +112.5% |
| All | +216.8% | +307.9% | -91.1% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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