+98.7%
EWJ vs GLDM
+248.1%
-149.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +3.3% | +4.4% | -1.1% | +2.1% |
| 3M | +5.0% | -1.1% | +6.0% | +5.0% |
| 6M | +11.5% | -13.7% | +25.2% | +14.8% |
| YTD | +22.4% | +2.8% | +19.6% | +21.2% |
| 1Y | +30.2% | +24.8% | +5.4% | +23.4% |
| 3Y | +72.8% | +127.8% | -55.0% | +43.9% |
| 5Y | +54.1% | +141.1% | -87.0% | +25.7% |
| All | +98.7% | +248.1% | -149.4% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling