+109.1%
EW vs GLDM
+225.0%
-115.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +2.2% |
| 7D | +12.3% | +5.0% | +7.3% | +11.5% |
| 30D | +22.9% | -1.3% | +24.2% | +23.0% |
| 3M | +16.7% | -4.7% | +21.4% | +17.3% |
| 6M | +31.0% | -12.4% | +43.3% | +33.2% |
| YTD | +22.8% | -4.1% | +26.9% | +22.7% |
| 1Y | +25.6% | +3.3% | +22.2% | +23.9% |
| 3Y | +62.0% | +110.9% | -49.0% | +37.2% |
| 5Y | -12.8% | +124.8% | -137.6% | -27.8% |
| All | +109.1% | +225.0% | -115.9% | +82.9% |
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