+55.0%
EWZ vs GLDM
+143.3%
-88.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +6.5% | -0.5% | +7.0% | +6.7% |
| 30D | +4.8% | +4.4% | +0.4% | +3.1% |
| 3M | +9.9% | -1.1% | +11.0% | +10.1% |
| 6M | +1.9% | -13.7% | +15.6% | +7.1% |
| YTD | +20.3% | +2.8% | +17.5% | +18.4% |
| 1Y | +35.6% | +24.8% | +10.8% | +23.7% |
| 3Y | +43.4% | +127.8% | -84.4% | -2.2% |
| All | +55.0% | +143.3% | -88.3% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling