+396.7%
EWT vs GLDM
+242.2%
+154.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | +8.2% | +0.3% | +7.9% | +7.9% |
| 3M | +11.1% | +0.7% | +10.4% | +10.6% |
| 6M | +60.4% | -15.4% | +75.9% | +67.9% |
| YTD | +75.6% | +1.0% | +74.6% | +74.1% |
| 1Y | +91.3% | +19.7% | +71.6% | +79.9% |
| 3Y | +200.3% | +126.5% | +73.8% | +132.8% |
| 5Y | +156.4% | +142.5% | +13.9% | +93.4% |
| All | +396.7% | +242.2% | +154.5% | +282.9% |
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