+56.6%
EWZ vs GLDM
+126.2%
-69.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.8% |
| 7D | -4.2% | +1.9% | -6.0% | -4.8% |
| 30D | -26.1% | -1.7% | -24.5% | -25.8% |
| 3M | -12.0% | -3.5% | -8.5% | -11.2% |
| 6M | -19.3% | -10.1% | -9.2% | -16.4% |
| YTD | +0.9% | -5.0% | +6.0% | +2.1% |
| 1Y | +3.4% | +2.8% | +0.6% | +1.6% |
| 3Y | +18.6% | +105.1% | -86.5% | -15.8% |
| 5Y | +56.6% | +124.3% | -67.7% | +0.8% |
| All | +56.6% | +126.2% | -69.6% | +0.8% |
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