+242.5%
GLDM vs EFV
+123.0%
+119.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +0.7% | +1.0% | -0.2% | +0.6% |
| 30D | +0.3% | +0.2% | +0.2% | +0.3% |
| 3M | +0.7% | +9.6% | -8.9% | -1.1% |
| 6M | -15.4% | +14.0% | -29.5% | -17.5% |
| YTD | +1.0% | +18.5% | -17.4% | -2.0% |
| 1Y | +19.7% | +27.9% | -8.2% | +14.9% |
| 3Y | +126.5% | +92.4% | +34.1% | +105.3% |
| 5Y | +142.5% | +97.2% | +45.3% | +117.5% |
| All | +242.5% | +123.0% | +119.5% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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