+98.1%
GLDM vs MAGS
+185.9%
-87.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -2.0% | -2.0% | 0.0% | -1.8% |
| 30D | -4.4% | -6.9% | +2.4% | -3.9% |
| 3M | -8.8% | +0.7% | -9.5% | -8.9% |
| 6M | -15.9% | -0.8% | -15.1% | -15.9% |
| YTD | -7.7% | +4.4% | -12.1% | -8.2% |
| 1Y | -3.6% | +3.9% | -7.5% | -4.1% |
| 3Y | +105.2% | +122.7% | -17.5% | +101.4% |
| All | +98.1% | +185.9% | -87.8% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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