+222.0%
GLDM vs ESI
+190.6%
+31.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.0% | +8.9% | +1.1% |
| 7D | +1.9% | -13.1% | +15.0% | +2.2% |
| 30D | -1.7% | -18.5% | +16.8% | -1.2% |
| 3M | -3.5% | -19.6% | +16.1% | -3.1% |
| 6M | -10.1% | -29.8% | +19.7% | -9.5% |
| YTD | -5.0% | +23.9% | -28.9% | -4.8% |
| 1Y | +2.8% | +15.0% | -12.2% | +3.0% |
| 3Y | +105.1% | +64.3% | +40.8% | +106.1% |
| 5Y | +124.3% | +26.3% | +97.9% | +124.0% |
| All | +222.0% | +190.6% | +31.4% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling