-10.1%
GLDM vs ECL
+23.0%
-33.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.1% |
| 7D | -0.3% | +7.7% | -8.0% | -1.4% |
| 30D | -1.9% | +13.7% | -15.5% | -3.7% |
| 3M | -0.4% | +11.6% | -11.9% | -2.0% |
| 6M | -10.1% | +23.9% | -34.0% | -12.9% |
| All | -10.1% | +23.0% | -33.0% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling