+68.3%
EEM vs GLDM
+216.5%
-148.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | +0.1% |
| 7D | -0.9% | +2.9% | -3.7% | -1.9% |
| 30D | -9.3% | -3.9% | -5.4% | -8.1% |
| 3M | -7.1% | -8.1% | +1.1% | -4.5% |
| 6M | -10.4% | -14.7% | +4.3% | -5.9% |
| YTD | +11.3% | -6.6% | +17.9% | +13.4% |
| 1Y | +11.3% | -2.1% | +13.3% | +11.7% |
| 3Y | +69.6% | +107.7% | -38.1% | +34.6% |
| 5Y | +33.6% | +116.5% | -82.8% | +3.6% |
| All | +68.3% | +216.5% | -148.2% | +23.6% |
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