+2.8%
GLDM vs ED
+28.0%
-25.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.9% |
| 7D | +1.9% | +5.2% | -3.3% | +2.3% |
| 30D | -1.7% | +15.5% | -17.2% | -0.3% |
| 3M | -3.5% | +13.0% | -16.6% | -2.5% |
| 6M | -10.1% | +13.1% | -23.2% | -8.9% |
| YTD | -5.0% | +25.3% | -30.3% | -2.6% |
| 1Y | +2.8% | +30.5% | -27.8% | +6.0% |
| All | +2.8% | +28.0% | -25.3% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling