+130.5%
GLDM vs EOSE
-58.6%
+189.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.0% |
| 7D | +0.2% | +15.0% | -14.8% | -0.1% |
| 30D | +0.3% | +2.5% | -2.2% | +0.1% |
| 3M | +3.3% | -33.7% | +37.0% | +3.8% |
| 6M | -14.5% | -32.7% | +18.3% | -14.3% |
| YTD | +1.9% | -63.8% | +65.7% | +2.9% |
| 1Y | +21.1% | -40.5% | +61.6% | +21.2% |
| 3Y | +128.6% | +50.4% | +78.2% | +122.9% |
| 5Y | +143.8% | -68.6% | +212.3% | +138.8% |
| All | +130.5% | -58.6% | +189.1% | +129.0% |
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