+104.1%
GLDM vs EQX
+139.9%
-35.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.2% |
| 7D | -2.0% | -4.3% | +2.3% | -0.9% |
| 30D | -4.4% | -3.6% | -0.9% | -3.9% |
| 3M | -8.8% | -7.2% | -1.7% | -7.6% |
| 6M | -15.9% | -27.1% | +11.2% | -10.3% |
| YTD | -7.7% | -22.8% | +15.1% | -3.6% |
| 1Y | -3.6% | -12.5% | +8.9% | -2.0% |
| All | +104.1% | +139.9% | -35.8% | +65.3% |
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