+121.8%
GLDM vs EFX
-31.2%
+153.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | +4.7% | +2.7% | +2.0% | +4.6% |
| 30D | -0.9% | +33.1% | -34.0% | -1.7% |
| 3M | -4.3% | +8.2% | -12.5% | -4.6% |
| 6M | -13.4% | +10.2% | -23.6% | -13.8% |
| YTD | -5.8% | -11.8% | +6.0% | -5.6% |
| 1Y | +2.1% | -6.1% | +8.1% | +2.0% |
| 3Y | +105.0% | +7.5% | +97.5% | +101.8% |
| All | +121.8% | -31.2% | +153.0% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling