+225.3%
GLDM vs MCO
+223.4%
+1.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +5.0% | +1.0% | +4.0% | +4.9% |
| 30D | -1.3% | +10.1% | -11.4% | -1.8% |
| 3M | -4.7% | +7.2% | -11.9% | -5.1% |
| 6M | -12.4% | +13.8% | -26.1% | -13.0% |
| YTD | -4.1% | +0.7% | -4.8% | -4.4% |
| 1Y | +3.3% | +5.6% | -2.3% | +2.7% |
| 3Y | +110.9% | +54.1% | +56.9% | +103.9% |
| 5Y | +124.8% | +36.0% | +88.8% | +116.8% |
| All | +225.3% | +223.4% | +1.9% | +206.5% |
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