-7.3%
EWJ vs GLDM
-2.4%
-4.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.2% |
| 7D | -7.0% | +1.9% | -8.9% | -7.6% |
| 30D | -11.1% | -1.7% | -9.4% | -10.8% |
| 3M | -7.3% | -3.5% | -3.7% | -6.2% |
| All | -7.3% | -2.4% | -4.9% | -6.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling