-12.4%
EW vs GLDM
+116.0%
-128.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.2% |
| 7D | +9.3% | +2.9% | +6.4% | +8.8% |
| 30D | +22.1% | -3.9% | +26.0% | +22.8% |
| 3M | +13.0% | -8.1% | +21.2% | +14.4% |
| 6M | +30.1% | -14.7% | +44.8% | +33.3% |
| YTD | +22.0% | -6.6% | +28.6% | +22.0% |
| 1Y | +23.7% | -2.1% | +25.8% | +22.4% |
| 3Y | +62.0% | +107.7% | -45.7% | +23.2% |
| 5Y | -12.4% | +116.5% | -128.9% | -41.1% |
| All | -12.4% | +116.0% | -128.4% | -41.1% |
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 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