+29.8%
EEM vs GLDM
+121.8%
-91.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -2.8% | +4.7% | -7.5% | -4.5% |
| 30D | -11.9% | -0.9% | -11.1% | -11.7% |
| 3M | -8.8% | -4.3% | -4.4% | -7.4% |
| 6M | -11.6% | -13.4% | +1.8% | -7.1% |
| YTD | +9.0% | -5.8% | +14.8% | +10.8% |
| 1Y | +10.6% | +2.1% | +8.5% | +9.2% |
| 3Y | +64.4% | +105.0% | -40.7% | +22.4% |
| All | +29.8% | +121.8% | -91.9% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling