+111.3%
EW vs GLDM
+204.0%
-92.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | +4.9% | -5.5% | +10.4% | +5.8% |
| 30D | +24.1% | -7.0% | +31.1% | +25.3% |
| 3M | +13.7% | -12.3% | +26.0% | +15.7% |
| 6M | +32.7% | -17.9% | +50.6% | +36.2% |
| YTD | +24.1% | -10.3% | +34.4% | +25.2% |
| 1Y | +23.6% | -7.8% | +31.4% | +24.1% |
| 3Y | +64.8% | +99.5% | -34.7% | +40.7% |
| 5Y | -8.8% | +106.5% | -115.3% | -23.7% |
| All | +111.3% | +204.0% | -92.7% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling