-15.0%
EW vs GLDM
+126.2%
-141.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +6.8% | +1.9% | +4.9% | +6.4% |
| 30D | +16.6% | -1.7% | +18.3% | +16.8% |
| 3M | +13.3% | -3.5% | +16.9% | +13.8% |
| 6M | +21.6% | -10.1% | +31.7% | +23.4% |
| YTD | +18.3% | -5.0% | +23.3% | +18.0% |
| 1Y | +21.7% | +2.8% | +18.9% | +19.3% |
| 3Y | +50.3% | +105.1% | -54.8% | +15.2% |
| 5Y | -15.0% | +124.3% | -139.3% | -43.2% |
| All | -15.0% | +126.2% | -141.2% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling