+297.4%
EWT vs GLDM
+219.1%
+78.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.2% |
| 7D | -11.7% | +4.7% | -16.4% | -13.1% |
| 30D | -23.2% | -0.9% | -22.4% | -23.0% |
| 3M | -12.5% | -4.3% | -8.2% | -11.4% |
| 6M | -5.9% | -13.4% | +7.5% | -1.9% |
| YTD | +40.5% | -5.8% | +46.3% | +42.3% |
| 1Y | +43.7% | +2.1% | +41.7% | +42.1% |
| 3Y | +136.6% | +105.0% | +31.6% | +89.0% |
| 5Y | +105.1% | +122.5% | -17.4% | +58.6% |
| All | +297.4% | +219.1% | +78.3% | +213.0% |
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