+129.7%
GLDM vs ENB
+67.6%
+62.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | -2.2% | +6.6% | +4.8% |
| 3M | -1.1% | -10.5% | +9.4% | +1.1% |
| 6M | -13.7% | -5.1% | -8.6% | -13.1% |
| YTD | +2.8% | +9.0% | -6.2% | 0.0% |
| 1Y | +24.8% | +8.2% | +16.6% | +21.6% |
| All | +129.7% | +67.6% | +62.1% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 3y: compounded portfolio wealth divided by compounded ENB 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…
3y analysis · Full analysis span regression · 6 months rolling