+129.7%
GLDM vs EFV
+91.7%
+38.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +1.5% | -2.0% | -1.3% |
| 30D | +4.4% | +1.7% | +2.7% | +3.5% |
| 3M | -1.1% | +8.6% | -9.7% | -5.2% |
| 6M | -13.7% | +11.7% | -25.3% | -18.3% |
| YTD | +2.8% | +19.3% | -16.5% | -5.1% |
| 1Y | +24.8% | +30.2% | -5.4% | +11.7% |
| All | +129.7% | +91.7% | +38.0% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling