+164.5%
EWT vs GLDM
+105.4%
+59.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.3% |
| 7D | +3.2% | -2.0% | +5.2% | +3.9% |
| 30D | -12.3% | -4.4% | -7.9% | -10.9% |
| 3M | -3.6% | -8.8% | +5.2% | -0.5% |
| 6M | +3.1% | -15.9% | +19.0% | +9.2% |
| YTD | +57.7% | -7.7% | +65.4% | +60.7% |
| 1Y | +60.3% | -3.6% | +63.9% | +60.4% |
| All | +164.5% | +105.4% | +59.1% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling