+219.4%
GLDM vs ELF
+558.4%
-339.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.8% |
| 7D | +4.7% | +4.0% | +0.7% | +4.6% |
| 30D | -0.9% | +10.6% | -11.4% | -0.9% |
| 3M | -4.3% | +25.8% | -30.1% | -4.4% |
| 6M | -13.4% | +89.1% | -102.5% | -13.5% |
| YTD | -5.8% | +52.7% | -58.5% | -6.0% |
| 1Y | +2.1% | +51.7% | -49.7% | +1.9% |
| 3Y | +105.0% | +14.2% | +90.8% | +104.5% |
| 5Y | +122.5% | +270.7% | -148.2% | +121.6% |
| All | +219.4% | +558.4% | -339.0% | +213.4% |
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