+145.9%
GLDM vs EME
+529.3%
-383.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -0.5% | +1.9% | -2.4% | -0.6% |
| 30D | +4.4% | -8.3% | +12.7% | +4.9% |
| 3M | -1.1% | -10.7% | +9.7% | -0.7% |
| 6M | -13.7% | +1.9% | -15.6% | -13.8% |
| YTD | +2.8% | +23.5% | -20.7% | +2.2% |
| 1Y | +24.8% | +18.0% | +6.9% | +24.0% |
| 3Y | +127.8% | +236.1% | -108.3% | +119.9% |
| All | +145.9% | +529.3% | -383.4% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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