+142.5%
GLDM vs EQX
+74.3%
+68.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +0.7% | +3.8% | -3.0% | 0.0% |
| 30D | +0.3% | +9.4% | -9.0% | -1.6% |
| 3M | +0.7% | +16.8% | -16.1% | -2.9% |
| 6M | -15.4% | -23.7% | +8.2% | -12.0% |
| YTD | +1.0% | -9.6% | +10.6% | +1.7% |
| 1Y | +19.7% | +29.1% | -9.4% | +13.1% |
| 3Y | +126.5% | +175.3% | -48.8% | +83.3% |
| 5Y | +142.5% | +77.3% | +65.2% | +99.9% |
| All | +142.5% | +74.3% | +68.1% | +99.9% |
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