+102.1%
GLDM vs MAGS
+180.2%
-78.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +4.7% | -1.4% | +6.0% | +4.8% |
| 30D | -0.9% | -8.4% | +7.5% | -0.1% |
| 3M | -4.3% | -1.5% | -2.8% | -4.1% |
| 6M | -13.4% | -1.4% | -12.0% | -13.3% |
| YTD | -5.8% | +2.4% | -8.2% | -6.1% |
| 1Y | +2.1% | +3.5% | -1.5% | +1.7% |
| 3Y | +105.0% | +125.3% | -20.2% | +101.7% |
| All | +102.1% | +180.2% | -78.1% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling