+216.8%
GLDM vs EFX
+62.5%
+154.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | -3.9% | +29.1% | -33.0% | -4.6% |
| 3M | -8.1% | +4.3% | -12.4% | -8.3% |
| 6M | -14.7% | +7.7% | -22.4% | -15.0% |
| YTD | -6.6% | -12.5% | +5.9% | -6.4% |
| 1Y | -2.1% | -8.8% | +6.8% | -2.0% |
| 3Y | +107.7% | +4.3% | +103.3% | +105.8% |
| 5Y | +116.5% | -29.4% | +145.9% | +115.4% |
| All | +216.8% | +62.5% | +154.2% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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