+166.0%
EWY vs GLDM
+105.4%
+60.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.9% |
| 7D | -2.8% | -2.0% | -0.9% | -1.8% |
| 30D | -13.1% | -4.4% | -8.7% | -10.7% |
| 3M | -11.6% | -8.8% | -2.8% | -6.4% |
| 6M | -23.4% | -15.9% | -7.5% | -15.3% |
| YTD | +52.0% | -7.7% | +59.7% | +62.2% |
| 1Y | +58.6% | -3.6% | +62.2% | +65.4% |
| All | +166.0% | +105.4% | +60.6% | +78.9% |
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