+106.7%
GLDM vs EIX
+11.1%
+95.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +1.9% | +2.5% | -0.6% | +1.8% |
| 30D | -1.7% | +14.1% | -15.8% | -2.3% |
| 3M | -3.5% | -9.4% | +5.9% | -3.2% |
| 6M | -10.1% | -9.1% | -1.0% | -9.9% |
| YTD | -5.0% | +7.1% | -12.2% | -6.0% |
| 1Y | +2.8% | +13.3% | -10.5% | +1.4% |
| All | +106.7% | +11.1% | +95.5% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling