+219.4%
GLDM vs EAT
+331.7%
-112.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | +4.7% | -2.6% | +7.3% | +4.7% |
| 30D | -0.9% | +11.5% | -12.3% | -1.0% |
| 3M | -4.3% | -9.1% | +4.8% | -4.2% |
| 6M | -13.4% | +40.4% | -53.8% | -13.8% |
| YTD | -5.8% | +43.9% | -49.7% | -6.2% |
| 1Y | +2.1% | +101.9% | -99.9% | +1.3% |
| 3Y | +105.0% | +489.9% | -384.8% | +101.4% |
| 5Y | +122.5% | +362.6% | -240.1% | +118.2% |
| All | +219.4% | +331.7% | -112.4% | +197.1% |
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