+64.9%
EFA vs GLDM
+99.6%
-34.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.2% |
| 7D | +1.3% | -5.5% | +6.8% | +2.9% |
| 30D | +0.5% | -7.0% | +7.5% | +2.5% |
| 3M | -4.1% | -12.3% | +8.1% | -0.8% |
| 6M | +2.4% | -17.9% | +20.4% | +7.7% |
| YTD | +10.0% | -10.3% | +20.3% | +12.2% |
| 1Y | +11.4% | -7.8% | +19.2% | +12.7% |
| All | +64.9% | +99.6% | -34.7% | +25.1% |
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