+104.1%
EFA vs GLDM
+242.2%
-138.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +1.2% | +0.7% | +0.4% | +1.0% |
| 30D | -0.7% | +0.3% | -1.1% | -0.9% |
| 3M | +6.4% | +0.7% | +5.7% | +6.0% |
| 6M | +11.4% | -15.4% | +26.8% | +15.6% |
| YTD | +14.0% | +1.0% | +13.0% | +12.9% |
| 1Y | +20.2% | +19.7% | +0.5% | +13.8% |
| 3Y | +68.2% | +126.5% | -58.3% | +34.7% |
| 5Y | +54.8% | +142.5% | -87.7% | +20.4% |
| All | +104.1% | +242.2% | -138.1% | +56.6% |
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