+119.3%
EWT vs GLDM
+107.5%
+11.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -1.9% |
| 7D | +13.2% | -5.5% | +18.7% | +15.6% |
| 30D | -14.3% | -7.0% | -7.3% | -12.0% |
| 3M | -8.4% | -12.3% | +3.9% | -4.2% |
| 6M | +3.7% | -17.9% | +21.6% | +10.8% |
| YTD | +53.1% | -10.3% | +63.4% | +57.7% |
| 1Y | +55.5% | -7.8% | +63.3% | +58.4% |
| 3Y | +155.6% | +99.5% | +56.2% | +91.1% |
| 5Y | +119.3% | +106.5% | +12.9% | +52.6% |
| All | +119.3% | +107.5% | +11.8% | +52.6% |
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