+192.5%
EMR vs GLDM
+204.0%
-11.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | +2.7% | -5.5% | +8.2% | +3.5% |
| 30D | +2.1% | -7.0% | +9.1% | +3.1% |
| 3M | +2.3% | -12.3% | +14.5% | +4.0% |
| 6M | +22.5% | -17.9% | +40.4% | +25.3% |
| YTD | +27.2% | -10.3% | +37.5% | +30.4% |
| 1Y | +28.0% | -7.8% | +35.8% | +31.3% |
| 3Y | +103.4% | +99.5% | +4.0% | +106.0% |
| 5Y | +88.2% | +106.5% | -18.3% | +88.6% |
| All | +192.5% | +204.0% | -11.4% | +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