+248.5%
GLDM vs ESI
+240.2%
+8.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.0% |
| 7D | -0.5% | +3.3% | -3.9% | -0.6% |
| 30D | +4.4% | -5.9% | +10.3% | +4.5% |
| 3M | -1.1% | -14.1% | +13.0% | -0.8% |
| 6M | -13.7% | +6.6% | -20.2% | -13.7% |
| YTD | +2.8% | +45.0% | -42.3% | +2.6% |
| 1Y | +24.8% | +41.5% | -16.6% | +24.6% |
| 3Y | +127.8% | +78.8% | +49.0% | +127.9% |
| 5Y | +141.1% | +70.9% | +70.3% | +140.7% |
| All | +248.5% | +240.2% | +8.2% | +257.4% |
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