+192.6%
EMR vs GLDM
+204.4%
-11.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.8% | -4.6% | +7.5% | +3.5% |
| 30D | +3.7% | -5.5% | +9.1% | +4.5% |
| 3M | +2.0% | -10.9% | +12.9% | +3.6% |
| 6M | +22.1% | -17.3% | +39.4% | +24.8% |
| YTD | +27.2% | -10.2% | +37.4% | +30.4% |
| 1Y | +32.0% | -6.9% | +39.0% | +35.3% |
| 3Y | +103.3% | +98.7% | +4.6% | +105.8% |
| 5Y | +88.2% | +106.7% | -18.5% | +88.6% |
| All | +192.6% | +204.4% | -11.7% | +236.0% |
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