+245.7%
GLDM vs MCO
+200.3%
+45.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +0.2% | -3.1% | +3.3% | +0.3% |
| 30D | +0.3% | -0.5% | +0.8% | +0.3% |
| 3M | +3.3% | +5.7% | -2.4% | +3.0% |
| 6M | -14.5% | +3.0% | -17.5% | -14.7% |
| YTD | +1.9% | -6.5% | +8.4% | +2.1% |
| 1Y | +21.1% | -5.8% | +26.9% | +21.1% |
| 3Y | +128.6% | +43.1% | +85.5% | +121.8% |
| 5Y | +143.8% | +29.5% | +114.3% | +135.8% |
| All | +245.7% | +200.3% | +45.3% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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