+85.6%
EWJ vs GLDM
+204.4%
-118.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.0% | -4.6% | +8.6% | +5.2% |
| 30D | -4.3% | -5.5% | +1.2% | -3.0% |
| 3M | -6.8% | -10.9% | +4.1% | -4.2% |
| 6M | -0.9% | -17.3% | +16.4% | +3.5% |
| YTD | +14.3% | -10.2% | +24.4% | +16.8% |
| 1Y | +15.3% | -6.9% | +22.2% | +17.0% |
| 3Y | +65.6% | +98.7% | -33.0% | +42.6% |
| 5Y | +47.5% | +106.7% | -59.3% | +24.5% |
| All | +85.6% | +204.4% | -118.8% | +57.4% |
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