+225.3%
GLDM vs ED
+106.0%
+119.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.0% | -0.1% | +5.0% | +5.0% |
| 30D | -1.3% | +11.6% | -12.9% | -2.1% |
| 3M | -4.7% | +10.5% | -15.2% | -5.5% |
| 6M | -12.4% | +13.2% | -25.6% | -13.3% |
| YTD | -4.1% | +22.1% | -26.2% | -5.7% |
| 1Y | +3.3% | +24.2% | -20.8% | +1.4% |
| 3Y | +110.9% | +46.9% | +64.0% | +103.7% |
| 5Y | +124.8% | +80.8% | +44.0% | +114.4% |
| All | +225.3% | +106.0% | +119.3% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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