+224.0%
EWY vs GLDM
+248.1%
-24.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.0% |
| 7D | +4.8% | -0.5% | +5.3% | +5.1% |
| 30D | +11.7% | +4.4% | +7.3% | +9.3% |
| 3M | -7.4% | -1.1% | -6.3% | -6.8% |
| 6M | +40.6% | -13.7% | +54.2% | +49.6% |
| YTD | +94.3% | +2.8% | +91.5% | +93.7% |
| 1Y | +164.3% | +24.8% | +139.4% | +144.5% |
| 3Y | +221.0% | +127.8% | +93.2% | +136.2% |
| 5Y | +139.1% | +141.1% | -2.0% | +70.6% |
| All | +224.0% | +248.1% | -24.2% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling