+124.3%
GLDM vs EIX
+22.1%
+102.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +1.9% | +2.5% | -0.6% | +1.7% |
| 30D | -1.7% | +14.1% | -15.8% | -2.6% |
| 3M | -3.5% | -9.4% | +5.9% | -3.1% |
| 6M | -10.1% | -9.1% | -1.0% | -9.8% |
| YTD | -5.0% | +7.1% | -12.2% | -6.3% |
| 1Y | +2.8% | +13.3% | -10.5% | +0.8% |
| 3Y | +105.1% | +10.9% | +94.2% | +99.6% |
| 5Y | +124.3% | +21.0% | +103.3% | +115.9% |
| All | +124.3% | +22.1% | +102.2% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling