+62.7%
EMR vs GLDM
+143.3%
-80.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -5.6% | +4.4% | -10.0% | -6.6% |
| 3M | +7.9% | -1.1% | +9.0% | +8.0% |
| 6M | +6.0% | -13.7% | +19.7% | +8.5% |
| YTD | +16.4% | +2.8% | +13.7% | +16.9% |
| 1Y | +16.6% | +24.8% | -8.2% | +14.8% |
| 3Y | +62.9% | +127.8% | -64.9% | +41.1% |
| All | +62.7% | +143.3% | -80.6% | +33.8% |
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