+24.8%
GLDM vs ECL
+3.0%
+21.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | -2.6% | +2.1% | +0.1% |
| 30D | +4.4% | -2.2% | +6.6% | +4.9% |
| 3M | -1.1% | +10.1% | -11.2% | -3.5% |
| 6M | -13.7% | -5.7% | -7.9% | -13.1% |
| YTD | +2.8% | +7.0% | -4.2% | +1.0% |
| 1Y | +24.8% | +2.7% | +22.2% | +24.9% |
| All | +24.8% | +3.0% | +21.8% | +24.9% |
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