+222.0%
GLDM vs ES
+68.8%
+153.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.6% |
| 7D | +1.9% | +5.9% | -4.0% | +1.3% |
| 30D | -1.7% | +10.2% | -11.9% | -2.7% |
| 3M | -3.5% | +0.4% | -3.9% | -3.6% |
| 6M | -10.1% | +6.9% | -16.9% | -10.8% |
| YTD | -5.0% | +10.5% | -15.6% | -6.1% |
| 1Y | +2.8% | +3.2% | -0.4% | +2.2% |
| 3Y | +105.1% | +49.0% | +56.1% | +95.3% |
| 5Y | +124.3% | +4.5% | +119.8% | +120.7% |
| All | +222.0% | +68.8% | +153.2% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling