+116.5%
GLDM vs ED
+81.8%
+34.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | +2.9% | +2.1% | +0.7% | +2.6% |
| 30D | -3.9% | +12.4% | -16.3% | -5.1% |
| 3M | -8.1% | +13.1% | -21.3% | -9.4% |
| 6M | -14.7% | +14.1% | -28.8% | -16.1% |
| YTD | -6.6% | +23.1% | -29.6% | -9.1% |
| 1Y | -2.1% | +25.4% | -27.5% | -5.0% |
| 3Y | +107.7% | +47.9% | +59.8% | +95.9% |
| 5Y | +116.5% | +81.9% | +34.6% | +103.1% |
| All | +116.5% | +81.8% | +34.7% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling