+145.9%
GLDM vs ELF
+259.0%
-113.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -0.5% | +5.4% | -5.9% | -0.5% |
| 30D | +4.4% | +27.0% | -22.6% | +4.5% |
| 3M | -1.1% | +113.2% | -114.3% | -0.7% |
| 6M | -13.7% | +36.6% | -50.2% | -13.6% |
| YTD | +2.8% | +44.2% | -41.5% | +2.9% |
| 1Y | +24.8% | -18.0% | +42.8% | +24.3% |
| 3Y | +127.8% | -19.9% | +147.7% | +127.8% |
| All | +145.9% | +259.0% | -113.1% | +159.6% |
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