+106.7%
GLDM vs EAT
+503.3%
-396.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +1.0% |
| 7D | +1.9% | -3.3% | +5.2% | +2.0% |
| 30D | -1.7% | +11.7% | -13.4% | -2.1% |
| 3M | -3.5% | -5.9% | +2.4% | -3.4% |
| 6M | -10.1% | +46.7% | -56.8% | -11.2% |
| YTD | -5.0% | +48.2% | -53.2% | -6.2% |
| 1Y | +2.8% | +105.4% | -102.7% | +1.1% |
| All | +106.7% | +503.3% | -396.6% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling