+132.3%
GLDM vs EOSE
-61.3%
+193.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.9% | -11.7% | -1.1% |
| 7D | -0.5% | +19.0% | -19.6% | -0.9% |
| 30D | +4.4% | +1.6% | +2.8% | +4.3% |
| 3M | -1.1% | -52.0% | +50.9% | 0.0% |
| 6M | -13.7% | -42.5% | +28.8% | -13.2% |
| YTD | +2.8% | -66.1% | +68.9% | +3.9% |
| 1Y | +24.8% | -47.1% | +72.0% | +25.2% |
| 3Y | +127.8% | +0.8% | +127.0% | +123.0% |
| 5Y | +141.1% | -71.7% | +212.8% | +136.6% |
| All | +132.3% | -61.3% | +193.7% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling