+216.8%
GLDM vs EL
-13.5%
+230.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.6% |
| 7D | +2.9% | +7.6% | -4.8% | +2.5% |
| 30D | -3.9% | +15.7% | -19.6% | -4.6% |
| 3M | -8.1% | +30.5% | -38.7% | -9.3% |
| 6M | -14.7% | +32.5% | -47.2% | -15.9% |
| YTD | -6.6% | +9.4% | -16.0% | -7.6% |
| 1Y | -2.1% | +28.4% | -30.4% | -3.5% |
| 3Y | +107.7% | +4.4% | +103.2% | +104.6% |
| 5Y | +116.5% | -64.5% | +181.0% | +116.1% |
| All | +216.8% | -13.5% | +230.3% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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