+219.4%
GLDM vs EIX
+40.7%
+178.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | +4.7% | +1.0% | +3.7% | +4.6% |
| 30D | -0.9% | +9.1% | -10.0% | -1.4% |
| 3M | -4.3% | -10.2% | +5.9% | -4.0% |
| 6M | -13.4% | -11.2% | -2.2% | -13.1% |
| YTD | -5.8% | +4.5% | -10.3% | -6.5% |
| 1Y | +2.1% | +10.9% | -8.8% | +0.9% |
| 3Y | +105.0% | +8.4% | +96.6% | +102.1% |
| 5Y | +122.5% | +18.0% | +104.5% | +117.6% |
| All | +219.4% | +40.7% | +178.7% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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