+86.6%
EMR vs GLDM
+104.2%
-17.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.6% | +4.7% | -6.2% | -2.8% |
| 30D | +2.0% | -0.9% | +2.8% | +2.2% |
| 3M | +3.8% | -4.3% | +8.1% | +4.9% |
| 6M | +10.5% | -13.4% | +23.9% | +14.0% |
| YTD | +23.7% | -5.8% | +29.5% | +28.0% |
| 1Y | +25.4% | +2.1% | +23.4% | +29.7% |
| 3Y | +86.6% | +105.0% | -18.5% | +58.0% |
| All | +86.6% | +104.2% | -17.6% | +58.0% |
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 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