+2.1%
GLDM vs EFV
+20.2%
-18.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.5% |
| 7D | +4.7% | -0.7% | +5.3% | +5.2% |
| 30D | -0.9% | +0.9% | -1.7% | -1.7% |
| 3M | -4.3% | -3.6% | -0.8% | -1.2% |
| 6M | -13.4% | +2.5% | -15.9% | -15.5% |
| YTD | -5.8% | +13.2% | -19.0% | -13.4% |
| 1Y | +2.1% | +20.3% | -18.3% | -8.6% |
| All | +2.1% | +20.2% | -18.1% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling