+124.3%
GLDM vs EMB
+6.4%
+117.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | -1.7% | +1.1% | -2.8% | -2.3% |
| 3M | -3.5% | -2.9% | -0.6% | -2.0% |
| 6M | -10.1% | -2.1% | -8.0% | -9.0% |
| YTD | -5.0% | -1.1% | -3.9% | -4.3% |
| 1Y | +2.8% | +0.3% | +2.5% | +3.0% |
| 3Y | +105.1% | +27.7% | +77.4% | +84.7% |
| 5Y | +124.3% | +6.0% | +118.3% | +103.9% |
| All | +124.3% | +6.4% | +117.9% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling