+106.5%
GLDM vs EFV
+92.8%
+13.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -5.5% | +0.7% | -6.2% | -5.8% |
| 30D | -7.0% | +2.0% | -9.0% | -7.7% |
| 3M | -12.3% | -1.6% | -10.6% | -11.7% |
| 6M | -17.9% | +5.8% | -23.7% | -19.5% |
| YTD | -10.3% | +15.6% | -25.9% | -14.2% |
| 1Y | -7.8% | +19.0% | -26.7% | -12.5% |
| 3Y | +99.5% | +90.7% | +8.8% | +68.3% |
| 5Y | +106.5% | +92.8% | +13.7% | +66.5% |
| All | +106.5% | +92.8% | +13.6% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling