+219.4%
GLDM vs ESI
+196.2%
+23.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | +4.7% | -8.5% | +13.2% | +4.9% |
| 30D | -0.9% | -15.7% | +14.8% | -0.4% |
| 3M | -4.3% | -18.2% | +13.9% | -3.9% |
| 6M | -13.4% | -28.8% | +15.4% | -12.9% |
| YTD | -5.8% | +26.3% | -32.1% | -5.7% |
| 1Y | +2.1% | +18.2% | -16.2% | +2.2% |
| 3Y | +105.0% | +68.1% | +36.9% | +105.9% |
| 5Y | +122.5% | +28.8% | +93.7% | +122.1% |
| All | +219.4% | +196.2% | +23.2% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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