+222.0%
GLDM vs ECL
+140.0%
+82.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.0% |
| 7D | +1.9% | +1.7% | +0.2% | +1.8% |
| 30D | -1.7% | +8.9% | -10.6% | -2.1% |
| 3M | -3.5% | +7.4% | -11.0% | -3.9% |
| 6M | -10.1% | +19.3% | -29.4% | -10.9% |
| YTD | -5.0% | +17.4% | -22.5% | -5.9% |
| 1Y | +2.8% | +19.4% | -16.6% | +1.8% |
| 3Y | +105.1% | +80.5% | +24.6% | +99.6% |
| 5Y | +124.3% | +40.2% | +84.1% | +118.8% |
| All | +222.0% | +140.0% | +82.0% | +214.4% |
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