+204.3%
GLDM vs ECL
+138.9%
+65.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | -5.5% | -0.5% | -5.0% | -5.5% |
| 30D | -7.0% | +6.6% | -13.6% | -7.3% |
| 3M | -12.3% | +9.6% | -21.9% | -12.7% |
| 6M | -17.9% | +21.6% | -39.5% | -18.8% |
| YTD | -10.3% | +16.9% | -27.2% | -11.0% |
| 1Y | -7.8% | +17.9% | -25.6% | -8.6% |
| 3Y | +99.5% | +76.5% | +23.0% | +94.3% |
| 5Y | +106.5% | +36.6% | +69.8% | +101.6% |
| All | +204.3% | +138.9% | +65.4% | +197.2% |
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 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