+124.3%
GLDM vs ENB
+53.6%
+70.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +1.9% | -2.4% | +4.2% | +2.3% |
| 30D | -1.7% | +3.4% | -5.1% | -2.3% |
| 3M | -3.5% | -6.1% | +2.6% | -2.5% |
| 6M | -10.1% | -10.0% | 0.0% | -8.5% |
| YTD | -5.0% | +4.7% | -9.7% | -6.6% |
| 1Y | +2.8% | +7.5% | -4.7% | +0.5% |
| 3Y | +105.1% | +69.1% | +36.0% | +83.5% |
| 5Y | +124.3% | +50.4% | +73.9% | +102.3% |
| All | +124.3% | +53.6% | +70.7% | +102.3% |
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