+198.7%
EMR vs GLDM
+219.0%
-20.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.2% | +1.9% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +5.0% | -1.9% | +6.9% | +5.2% |
| 3M | +7.7% | -0.4% | +8.1% | +7.7% |
| 6M | +26.8% | -10.1% | +36.8% | +28.3% |
| YTD | +29.9% | -5.8% | +35.7% | +32.2% |
| 1Y | +25.7% | +3.1% | +22.6% | +28.1% |
| 3Y | +95.4% | +103.4% | -8.0% | +96.4% |
| 5Y | +93.7% | +125.5% | -31.9% | +93.9% |
| All | +198.7% | +219.0% | -20.3% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling