+213.0%
GLDM vs EFX
+62.7%
+150.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.0% | -2.0% | 0.0% | -1.9% |
| 30D | -4.4% | +27.9% | -32.3% | -5.1% |
| 3M | -8.8% | +3.8% | -12.7% | -9.0% |
| 6M | -15.9% | +13.0% | -28.9% | -16.3% |
| YTD | -7.7% | -12.4% | +4.7% | -7.5% |
| 1Y | -3.6% | -10.4% | +6.8% | -3.5% |
| 3Y | +105.2% | +4.4% | +100.8% | +103.3% |
| 5Y | +112.8% | -28.9% | +141.7% | +111.7% |
| All | +213.0% | +62.7% | +150.3% | +203.1% |
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