+90.9%
EEM vs GLDM
+248.1%
-157.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +2.3% | -0.5% | +2.9% | +2.5% |
| 30D | +4.5% | +4.4% | +0.1% | +3.0% |
| 3M | -0.1% | -1.1% | +1.0% | +0.1% |
| 6M | +16.9% | -13.7% | +30.6% | +22.0% |
| YTD | +26.2% | +2.8% | +23.5% | +24.7% |
| 1Y | +40.5% | +24.8% | +15.7% | +30.6% |
| 3Y | +86.2% | +127.8% | -41.6% | +43.3% |
| 5Y | +45.5% | +141.1% | -95.7% | +8.9% |
| All | +90.9% | +248.1% | -157.3% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling