+204.7%
GLDM vs EFV
+118.5%
+86.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.6% | +2.5% | -7.2% | -5.1% |
| 30D | -5.5% | +2.9% | -8.4% | -6.0% |
| 3M | -10.9% | -1.4% | -9.4% | -10.6% |
| 6M | -17.3% | +5.5% | -22.9% | -18.2% |
| YTD | -10.2% | +16.1% | -26.2% | -12.4% |
| 1Y | -6.9% | +20.3% | -27.2% | -9.8% |
| 3Y | +98.7% | +90.4% | +8.2% | +80.7% |
| 5Y | +106.7% | +93.5% | +13.2% | +86.2% |
| All | +204.7% | +118.5% | +86.2% | +164.5% |
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