+116.9%
GLDM vs EOSE
-81.3%
+198.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.2% | +1.7% |
| 7D | +5.0% | +6.8% | -1.8% | +4.8% |
| 30D | -1.3% | -25.4% | +24.1% | -0.9% |
| 3M | -4.7% | -54.7% | +50.0% | -3.5% |
| 6M | -12.4% | -76.5% | +64.1% | -10.4% |
| YTD | -4.1% | -83.6% | +79.5% | -1.7% |
| 1Y | +3.3% | -89.7% | +93.0% | +6.4% |
| 3Y | +110.9% | +38.7% | +72.2% | +107.7% |
| 5Y | +124.8% | -82.9% | +207.7% | +122.9% |
| All | +116.9% | -81.3% | +198.2% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling