+222.0%
GLDM vs EFX
+67.4%
+154.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +1.9% | +8.1% | -6.2% | +1.7% |
| 30D | -1.7% | +36.0% | -37.7% | -2.6% |
| 3M | -3.5% | +9.6% | -13.1% | -3.8% |
| 6M | -10.1% | +14.7% | -24.8% | -10.5% |
| YTD | -5.0% | -9.9% | +4.8% | -5.0% |
| 1Y | +2.8% | -5.4% | +8.2% | +2.7% |
| 3Y | +105.1% | +9.3% | +95.8% | +102.9% |
| 5Y | +124.3% | -29.1% | +153.4% | +123.1% |
| All | +222.0% | +67.4% | +154.6% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling