+24.5%
EW vs GLDM
+1.2%
+23.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +2.3% |
| 7D | +12.3% | +5.0% | +7.3% | +11.7% |
| 30D | +22.9% | -1.3% | +24.2% | +22.8% |
| 3M | +16.7% | -4.7% | +21.4% | +16.9% |
| 6M | +31.0% | -12.4% | +43.3% | +32.1% |
| YTD | +22.8% | -4.1% | +26.9% | +26.5% |
| All | +24.5% | +1.2% | +23.3% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling