+83.3%
EMR vs GLDM
+126.2%
-42.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.8% |
| 7D | -4.8% | +1.9% | -6.6% | -5.2% |
| 30D | +0.7% | -1.7% | +2.4% | +1.1% |
| 3M | +0.4% | -3.5% | +4.0% | +1.2% |
| 6M | +18.4% | -10.1% | +28.4% | +21.1% |
| YTD | +23.9% | -5.0% | +29.0% | +26.7% |
| 1Y | +24.7% | +2.8% | +21.9% | +26.6% |
| 3Y | +86.4% | +105.1% | -18.7% | +63.5% |
| 5Y | +83.3% | +124.3% | -41.0% | +50.2% |
| All | +83.3% | +126.2% | -42.9% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling