+104.1%
GLDM vs ECL
+79.0%
+25.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -2.0% | -2.3% | +0.3% | -1.7% |
| 30D | -4.4% | +8.3% | -12.7% | -5.3% |
| 3M | -8.8% | +8.4% | -17.3% | -9.7% |
| 6M | -15.9% | +23.3% | -39.1% | -17.8% |
| YTD | -7.7% | +18.2% | -25.9% | -9.3% |
| 1Y | -3.6% | +18.8% | -22.4% | -5.3% |
| All | +104.1% | +79.0% | +25.1% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling