+153.0%
EWT vs GLDM
+143.3%
+9.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.5% |
| 3M | +6.1% | -1.1% | +7.1% | +6.2% |
| 6M | +56.6% | -13.7% | +70.3% | +63.5% |
| YTD | +76.6% | +2.8% | +73.8% | +73.5% |
| 1Y | +97.9% | +24.8% | +73.0% | +81.0% |
| 3Y | +198.0% | +127.8% | +70.2% | +116.2% |
| All | +153.0% | +143.3% | +9.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling