+60.0%
EWZ vs GLDM
+219.0%
-159.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.0% | +0.4% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -25.0% | -1.9% | -23.1% | -24.6% |
| 3M | -10.6% | -0.4% | -10.2% | -10.8% |
| 6M | -16.6% | -10.1% | -6.5% | -13.9% |
| YTD | +2.5% | -5.8% | +8.3% | +4.0% |
| 1Y | +8.1% | +3.1% | +5.0% | +6.5% |
| 3Y | +20.4% | +103.4% | -83.0% | -7.3% |
| 5Y | +62.7% | +125.5% | -62.8% | +19.9% |
| All | +60.0% | +219.0% | -159.0% | +14.6% |
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