+72.4%
EEM vs GLDM
+212.7%
-140.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.8% |
| 7D | +0.7% | -2.0% | +2.6% | +1.3% |
| 30D | -6.2% | -4.4% | -1.8% | -4.8% |
| 3M | -5.2% | -8.8% | +3.7% | -2.3% |
| 6M | -8.1% | -15.9% | +7.7% | -3.1% |
| YTD | +14.0% | -7.7% | +21.7% | +16.6% |
| 1Y | +13.8% | -3.6% | +17.4% | +14.8% |
| 3Y | +73.7% | +105.2% | -31.5% | +38.4% |
| 5Y | +34.6% | +112.8% | -78.2% | +4.8% |
| All | +72.4% | +212.7% | -140.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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