+219.3%
GLDM vs ELF
+544.2%
-324.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.7% |
| 7D | -0.3% | -1.5% | +1.3% | -0.3% |
| 30D | -1.9% | +9.5% | -11.4% | -1.9% |
| 3M | -0.4% | +29.4% | -29.8% | -0.5% |
| 6M | -10.1% | +83.7% | -93.8% | -10.2% |
| YTD | -5.8% | +49.4% | -55.3% | -6.0% |
| 1Y | +3.1% | -3.9% | +7.0% | +2.9% |
| 3Y | +103.4% | +18.2% | +85.2% | +102.9% |
| 5Y | +125.5% | +276.1% | -150.6% | +124.5% |
| All | +219.3% | +544.2% | -324.9% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling