+128.2%
GLDM vs EQX
+178.7%
-50.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.5% |
| 7D | +0.2% | +1.7% | -1.6% | -0.3% |
| 30D | +0.3% | +11.1% | -10.8% | -2.4% |
| 3M | +3.3% | +23.1% | -19.8% | -2.4% |
| 6M | -14.5% | -21.8% | +7.4% | -11.0% |
| YTD | +1.9% | -8.1% | +10.0% | +2.3% |
| 1Y | +21.1% | +29.7% | -8.6% | +13.7% |
| All | +128.2% | +178.7% | -50.5% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling