+120.5%
GLDM vs MAGS
+188.2%
-67.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -0.5% | +0.5% | -1.1% | -0.6% |
| 30D | +4.4% | +1.5% | +2.9% | +4.3% |
| 3M | -1.1% | +0.5% | -1.5% | -1.2% |
| 6M | -13.7% | +11.6% | -25.3% | -14.3% |
| YTD | +2.8% | +5.3% | -2.5% | +2.1% |
| 1Y | +24.8% | +14.9% | +10.0% | +23.9% |
| 3Y | +127.8% | +128.9% | -1.1% | +123.4% |
| All | +120.5% | +188.2% | -67.6% | +120.6% |
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