+129.7%
GLDM vs EL
-31.7%
+161.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.1% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | +4.4% | +19.8% | -15.4% | +3.2% |
| 3M | -1.1% | +25.7% | -26.8% | -2.5% |
| 6M | -13.7% | +5.4% | -19.1% | -14.5% |
| YTD | +2.8% | +0.2% | +2.6% | +1.8% |
| 1Y | +24.8% | +20.4% | +4.4% | +23.0% |
| All | +129.7% | -31.7% | +161.3% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling