+32.0%
EMR vs GLDM
-8.0%
+40.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.8% | -4.6% | +7.5% | +5.1% |
| 30D | +3.7% | -5.5% | +9.1% | +6.3% |
| 3M | +2.0% | -10.9% | +12.9% | +7.1% |
| 6M | +22.1% | -17.3% | +39.4% | +32.4% |
| YTD | +27.2% | -10.2% | +37.4% | +34.0% |
| 1Y | +32.0% | -6.9% | +39.0% | +37.4% |
| All | +32.0% | -8.0% | +40.0% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling