+145.9%
GLDM vs ENB
+69.5%
+76.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 6M | -13.7% | -5.1% | -8.6% | -13.1% |
| YTD | +2.8% | +9.0% | -6.2% | +0.4% |
| 1Y | +24.8% | +8.2% | +16.6% | +22.1% |
| 3Y | +127.8% | +67.8% | +60.1% | +104.2% |
| All | +145.9% | +69.5% | +76.4% | +122.2% |
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