+219.3%
GLDM vs ECL
+147.2%
+72.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.5% |
| 7D | -0.3% | +7.7% | -8.0% | -0.7% |
| 30D | -1.9% | +13.7% | -15.5% | -2.5% |
| 3M | -0.4% | +11.6% | -11.9% | -1.0% |
| 6M | -10.1% | +23.9% | -34.0% | -11.1% |
| YTD | -5.8% | +21.0% | -26.8% | -6.8% |
| 1Y | +3.1% | +23.1% | -20.0% | +2.0% |
| 3Y | +103.4% | +85.9% | +17.5% | +97.6% |
| 5Y | +125.5% | +46.1% | +79.5% | +119.6% |
| All | +219.3% | +147.2% | +72.1% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling