+222.0%
GLDM vs EAT
+344.5%
-122.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +0.9% |
| 7D | +1.9% | -3.3% | +5.2% | +1.9% |
| 30D | -1.7% | +11.7% | -13.4% | -1.8% |
| 3M | -3.5% | -5.9% | +2.4% | -3.5% |
| 6M | -10.1% | +46.7% | -56.8% | -10.5% |
| YTD | -5.0% | +48.2% | -53.2% | -5.5% |
| 1Y | +2.8% | +105.4% | -102.7% | +2.0% |
| 3Y | +105.1% | +502.8% | -397.7% | +101.5% |
| 5Y | +124.3% | +376.3% | -252.0% | +119.9% |
| All | +222.0% | +344.5% | -122.5% | +199.4% |
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 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