+248.5%
GLDM vs EAT
+381.2%
-132.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | +1.9% | +2.5% | +4.4% |
| 3M | -1.1% | +68.7% | -69.7% | -1.7% |
| 6M | -13.7% | +66.9% | -80.6% | -14.2% |
| YTD | +2.8% | +60.4% | -57.6% | +2.2% |
| 1Y | +24.8% | +44.0% | -19.1% | +24.2% |
| 3Y | +127.8% | +604.7% | -476.9% | +123.5% |
| 5Y | +141.1% | +347.0% | -205.9% | +136.4% |
| All | +248.5% | +381.2% | -132.7% | +223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling