+204.7%
GLDM vs ELF
+568.8%
-364.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.1% |
| 7D | -4.6% | +1.6% | -6.2% | -4.6% |
| 30D | -5.5% | +9.1% | -14.6% | -5.5% |
| 3M | -10.9% | +28.2% | -39.0% | -10.9% |
| 6M | -17.3% | +119.5% | -136.9% | -17.4% |
| YTD | -10.2% | +55.2% | -65.3% | -10.3% |
| 1Y | -6.9% | +58.6% | -65.5% | -7.1% |
| 3Y | +98.7% | +21.3% | +77.4% | +98.2% |
| 5Y | +106.7% | +276.2% | -169.5% | +105.9% |
| All | +204.7% | +568.8% | -364.2% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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