+97.7%
EFA vs GLDM
+216.5%
-118.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | +0.1% |
| 7D | +1.2% | +2.9% | -1.6% | +0.5% |
| 30D | +0.9% | -3.9% | +4.8% | +1.9% |
| 3M | -3.4% | -8.1% | +4.8% | -1.4% |
| 6M | +2.0% | -14.7% | +16.7% | +5.9% |
| YTD | +10.4% | -6.6% | +17.0% | +11.5% |
| 1Y | +13.3% | -2.1% | +15.3% | +13.0% |
| 3Y | +65.9% | +107.7% | -41.7% | +35.8% |
| 5Y | +51.5% | +116.5% | -65.0% | +20.9% |
| All | +97.7% | +216.5% | -118.8% | +54.6% |
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