+222.0%
GLDM vs EL
-17.9%
+239.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +1.0% |
| 7D | +1.9% | -1.1% | +3.0% | +1.9% |
| 30D | -1.7% | +15.3% | -17.0% | -2.4% |
| 3M | -3.5% | +24.2% | -27.7% | -4.6% |
| 6M | -10.1% | +30.9% | -40.9% | -11.3% |
| YTD | -5.0% | +3.9% | -8.9% | -5.8% |
| 1Y | +2.8% | +19.9% | -17.1% | +1.5% |
| 3Y | +105.1% | +2.5% | +102.6% | +102.4% |
| 5Y | +124.3% | -66.7% | +191.0% | +124.5% |
| All | +222.0% | -17.9% | +239.9% | +227.1% |
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