-6.9%
GLDM vs EMB
-0.6%
-6.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.5% |
| 7D | -4.6% | -0.9% | -3.7% | -3.0% |
| 30D | -5.5% | +0.4% | -5.8% | -5.9% |
| 3M | -10.9% | -3.1% | -7.7% | -5.9% |
| 6M | -17.3% | -2.1% | -15.3% | -14.0% |
| YTD | -10.2% | -1.1% | -9.1% | -7.0% |
| 1Y | -6.9% | -0.1% | -6.9% | -3.8% |
| All | -6.9% | -0.6% | -6.4% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling