+97.9%
EWT vs GLDM
+24.7%
+73.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +4.0% | -0.5% | +4.5% | +4.1% |
| 30D | +10.3% | +4.4% | +5.9% | +8.4% |
| 3M | +6.1% | -1.1% | +7.1% | +6.0% |
| 6M | +56.6% | -13.7% | +70.3% | +61.7% |
| YTD | +76.6% | +2.8% | +73.8% | +75.7% |
| 1Y | +97.9% | +24.8% | +73.0% | +78.4% |
| All | +97.9% | +24.7% | +73.1% | +78.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling