+82.8%
EWJ vs GLDM
+216.5%
-133.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | -2.4% | +2.9% | -5.2% | -3.1% |
| 30D | -7.6% | -3.9% | -3.7% | -6.7% |
| 3M | -5.9% | -8.1% | +2.2% | -4.0% |
| 6M | -1.5% | -14.7% | +13.2% | +2.1% |
| YTD | +12.6% | -6.6% | +19.1% | +14.0% |
| 1Y | +12.7% | -2.1% | +14.7% | +12.9% |
| 3Y | +63.1% | +107.7% | -44.6% | +38.9% |
| 5Y | +48.2% | +116.5% | -68.3% | +23.9% |
| All | +82.8% | +216.5% | -133.7% | +53.6% |
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