+248.5%
GLDM vs EME
+903.3%
-654.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -1.1% | -10.7% | +9.7% | -0.8% |
| 6M | -13.7% | +1.9% | -15.6% | -13.8% |
| YTD | +2.8% | +23.5% | -20.7% | +2.4% |
| 1Y | +24.8% | +18.0% | +6.9% | +24.3% |
| 3Y | +127.8% | +236.1% | -108.3% | +123.3% |
| 5Y | +141.1% | +527.9% | -386.7% | +134.5% |
| All | +248.5% | +903.3% | -654.8% | +242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling