+204.7%
GLDM vs EFX
+62.4%
+142.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.6% |
| 30D | -5.5% | +25.1% | -30.6% | -6.1% |
| 3M | -10.9% | +1.7% | -12.5% | -11.0% |
| 6M | -17.3% | +18.4% | -35.7% | -17.8% |
| YTD | -10.2% | -12.5% | +2.4% | -10.0% |
| 1Y | -6.9% | -8.1% | +1.1% | -6.9% |
| 3Y | +98.7% | +4.8% | +93.9% | +96.8% |
| 5Y | +106.7% | -30.1% | +136.9% | +105.7% |
| All | +204.7% | +62.4% | +142.2% | +195.0% |
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