-2.1%
GLDM vs ELF
+56.1%
-58.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | +2.9% | +6.3% | -3.4% | +2.5% |
| 30D | -3.9% | +8.5% | -12.4% | -4.4% |
| 3M | -8.1% | +24.4% | -32.6% | -9.2% |
| 6M | -14.7% | +94.7% | -109.4% | -16.6% |
| YTD | -6.6% | +55.9% | -62.4% | -10.2% |
| 1Y | -2.1% | +48.4% | -50.5% | -5.5% |
| All | -2.1% | +56.1% | -58.2% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling