+167.8%
EMR vs GLDM
+248.1%
-80.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -5.6% | +4.4% | -10.0% | -6.1% |
| 3M | +7.9% | -1.1% | +9.0% | +7.9% |
| 6M | +6.0% | -13.7% | +19.7% | +6.9% |
| YTD | +16.4% | +2.8% | +13.7% | +17.3% |
| 1Y | +16.6% | +24.8% | -8.2% | +17.5% |
| 3Y | +62.9% | +127.8% | -64.9% | +62.0% |
| 5Y | +60.1% | +141.1% | -81.1% | +58.1% |
| All | +167.8% | +248.1% | -80.3% | +202.1% |
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