+72.1%
EEM vs GLDM
+111.5%
-39.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.2% |
| 7D | -0.1% | +5.0% | -5.1% | -2.0% |
| 30D | -8.6% | -1.3% | -7.3% | -8.2% |
| 3M | -7.0% | -4.7% | -2.3% | -5.5% |
| 6M | -9.7% | -12.4% | +2.7% | -5.6% |
| YTD | +12.1% | -4.1% | +16.2% | +13.4% |
| 1Y | +14.1% | +3.3% | +10.7% | +12.5% |
| 3Y | +72.1% | +110.9% | -38.8% | +24.7% |
| All | +72.1% | +111.5% | -39.4% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling