+3.7%
EWT vs GLDM
-17.5%
+21.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -1.5% |
| 7D | +13.2% | -5.5% | +18.7% | +16.6% |
| 30D | -14.3% | -7.0% | -7.3% | -10.8% |
| 3M | -8.4% | -12.3% | +3.9% | -2.0% |
| 6M | +3.7% | -17.9% | +21.6% | +23.2% |
| All | +3.7% | -17.5% | +21.2% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling