+3.1%
GLDM vs ECL
+23.8%
-20.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.9% |
| 7D | -0.3% | +7.7% | -8.0% | -2.0% |
| 30D | -1.9% | +13.7% | -15.5% | -4.8% |
| 3M | -0.4% | +11.6% | -11.9% | -2.9% |
| 6M | -10.1% | +23.9% | -34.0% | -15.0% |
| YTD | -5.8% | +21.0% | -26.8% | -10.3% |
| 1Y | +3.1% | +23.1% | -20.0% | -2.2% |
| All | +3.1% | +23.8% | -20.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling