+124.3%
GLDM vs ED
+86.8%
+37.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +1.9% | +5.2% | -3.3% | +1.4% |
| 30D | -1.7% | +15.5% | -17.2% | -3.2% |
| 3M | -3.5% | +13.0% | -16.6% | -4.8% |
| 6M | -10.1% | +13.1% | -23.2% | -11.4% |
| YTD | -5.0% | +25.3% | -30.3% | -7.7% |
| 1Y | +2.8% | +30.5% | -27.8% | -0.8% |
| 3Y | +105.1% | +49.3% | +55.8% | +93.4% |
| 5Y | +124.3% | +84.6% | +39.7% | +110.7% |
| All | +124.3% | +86.8% | +37.5% | +110.7% |
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