+105.0%
GLDM vs EL
+3.8%
+101.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | +4.7% | +0.8% | +3.9% | +4.6% |
| 30D | -0.9% | +16.5% | -17.4% | -2.0% |
| 3M | -4.3% | +29.2% | -33.5% | -6.1% |
| 6M | -13.4% | +27.9% | -41.3% | -15.1% |
| YTD | -5.8% | +6.2% | -12.0% | -7.2% |
| 1Y | +2.1% | +27.2% | -25.1% | -0.2% |
| 3Y | +105.0% | +3.2% | +101.8% | +104.0% |
| All | +105.0% | +3.8% | +101.2% | +104.0% |
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 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