+135.0%
EWY vs GLDM
+219.1%
-84.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.5% |
| 7D | -10.4% | +4.7% | -15.0% | -12.6% |
| 30D | -25.4% | -0.9% | -24.5% | -25.1% |
| 3M | -16.5% | -4.3% | -12.2% | -14.7% |
| 6M | -24.7% | -13.4% | -11.3% | -19.3% |
| YTD | +40.9% | -5.8% | +46.7% | +46.7% |
| 1Y | +49.8% | +2.1% | +47.8% | +51.1% |
| 3Y | +134.8% | +105.0% | +29.8% | +81.7% |
| 5Y | +91.4% | +122.5% | -31.1% | +42.4% |
| All | +135.0% | +219.1% | -84.1% | +68.1% |
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