+219.4%
GLDM vs EMB
+28.7%
+190.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | -0.9% | +1.3% | -2.2% | -1.4% |
| 3M | -4.3% | -2.7% | -1.6% | -3.2% |
| 6M | -13.4% | -2.8% | -10.6% | -12.3% |
| YTD | -5.8% | -1.1% | -4.7% | -5.2% |
| 1Y | +2.1% | 0.0% | +2.1% | +2.3% |
| 3Y | +105.0% | +28.8% | +76.2% | +87.4% |
| 5Y | +122.5% | +6.0% | +116.5% | +113.4% |
| All | +219.4% | +28.7% | +190.7% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling