+112.8%
GLDM vs EQX
+31.6%
+81.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.4% |
| 7D | -2.0% | -4.3% | +2.3% | -1.1% |
| 30D | -4.4% | -3.6% | -0.9% | -4.0% |
| 3M | -8.8% | -7.2% | -1.7% | -7.8% |
| 6M | -15.9% | -27.1% | +11.2% | -11.4% |
| YTD | -7.7% | -22.8% | +15.1% | -4.4% |
| 1Y | -3.6% | -12.5% | +8.9% | -2.4% |
| 3Y | +105.2% | +137.8% | -32.6% | +71.7% |
| 5Y | +112.8% | +28.6% | +84.1% | +83.6% |
| All | +112.8% | +31.6% | +81.2% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling