+216.8%
GLDM vs ESI
+209.4%
+7.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | +2.9% | -6.6% | +9.5% | +3.0% |
| 30D | -3.9% | -9.8% | +5.9% | -3.7% |
| 3M | -8.1% | -11.9% | +3.8% | -7.9% |
| 6M | -14.7% | -25.1% | +10.4% | -14.3% |
| YTD | -6.6% | +31.9% | -38.5% | -6.5% |
| 1Y | -2.1% | +19.2% | -21.2% | -2.0% |
| 3Y | +107.7% | +76.2% | +31.5% | +108.4% |
| 5Y | +116.5% | +39.4% | +77.1% | +116.0% |
| All | +216.8% | +209.4% | +7.4% | +225.6% |
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