+248.5%
GLDM vs ES
+64.8%
+183.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +4.4% | -2.0% | +6.4% | +4.6% |
| 3M | -1.1% | +1.7% | -2.7% | -1.3% |
| 6M | -13.7% | -3.5% | -10.1% | -13.4% |
| YTD | +2.8% | +7.9% | -5.1% | +1.9% |
| 1Y | +24.8% | +17.2% | +7.7% | +22.5% |
| 3Y | +127.8% | +29.3% | +98.5% | +120.0% |
| 5Y | +141.1% | -5.7% | +146.9% | +139.5% |
| All | +248.5% | +64.8% | +183.6% | +248.2% |
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