+121.8%
GLDM vs EOSE
-84.9%
+206.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -0.6% |
| 7D | +4.7% | -7.9% | +12.6% | +4.8% |
| 30D | -0.9% | -43.9% | +43.0% | +0.2% |
| 3M | -4.3% | -55.8% | +51.5% | -2.9% |
| 6M | -13.4% | -73.4% | +60.0% | -11.5% |
| YTD | -5.8% | -84.8% | +79.0% | -3.2% |
| 1Y | +2.1% | -88.6% | +90.7% | +5.2% |
| 3Y | +105.0% | -2.8% | +107.8% | +102.7% |
| All | +121.8% | -84.9% | +206.6% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling