+225.3%
GLDM vs ECL
+140.7%
+84.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.8% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | -1.3% | +8.8% | -10.1% | -1.8% |
| 3M | -4.7% | +7.8% | -12.6% | -5.1% |
| 6M | -12.4% | +21.3% | -33.7% | -13.3% |
| YTD | -4.1% | +17.8% | -21.8% | -4.9% |
| 1Y | +3.3% | +21.1% | -17.7% | +2.3% |
| 3Y | +110.9% | +80.1% | +30.9% | +105.3% |
| 5Y | +124.8% | +40.5% | +84.3% | +119.2% |
| All | +225.3% | +140.7% | +84.6% | +217.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling