+223.3%
EWY vs GLDM
+128.8%
+94.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.1% |
| 7D | +4.8% | -0.5% | +5.3% | +5.1% |
| 30D | +11.7% | +4.4% | +7.3% | +8.8% |
| 3M | -7.4% | -1.1% | -6.3% | -6.9% |
| 6M | +40.6% | -13.7% | +54.2% | +50.5% |
| YTD | +94.3% | +2.8% | +91.5% | +94.1% |
| 1Y | +164.3% | +24.8% | +139.4% | +142.4% |
| All | +223.3% | +128.8% | +94.5% | +127.6% |
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 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