+124.8%
GLDM vs ENB
+51.1%
+73.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +5.0% | -3.7% | +8.6% | +5.7% |
| 30D | -1.3% | +1.7% | -3.0% | -1.7% |
| 3M | -4.7% | -6.3% | +1.6% | -3.7% |
| 6M | -12.4% | -9.2% | -3.2% | -11.1% |
| YTD | -4.1% | +3.1% | -7.2% | -5.4% |
| 1Y | +3.3% | +3.4% | 0.0% | +1.9% |
| 3Y | +110.9% | +68.9% | +42.0% | +88.6% |
| 5Y | +124.8% | +51.7% | +73.1% | +104.4% |
| All | +124.8% | +51.1% | +73.7% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling