+124.3%
GLDM vs ELF
+259.2%
-134.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +0.9% |
| 7D | +1.9% | -2.7% | +4.6% | +1.9% |
| 30D | -1.7% | +6.9% | -8.6% | -1.7% |
| 3M | -3.5% | +27.2% | -30.7% | -3.5% |
| 6M | -10.1% | +84.9% | -94.9% | -9.8% |
| YTD | -5.0% | +44.5% | -49.5% | -5.0% |
| 1Y | +2.8% | -6.8% | +9.5% | +2.4% |
| 3Y | +105.1% | +14.2% | +90.9% | +106.2% |
| 5Y | +124.3% | +250.6% | -126.3% | +137.5% |
| All | +124.3% | +259.2% | -134.9% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling