+145.9%
GLDM vs MCO
+32.8%
+113.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -0.5% | -4.2% | +3.6% | -0.3% |
| 30D | +4.4% | +2.2% | +2.2% | +4.3% |
| 3M | -1.1% | +10.1% | -11.2% | -1.6% |
| 6M | -13.7% | +5.3% | -18.9% | -14.0% |
| YTD | +2.8% | -2.7% | +5.5% | +2.6% |
| 1Y | +24.8% | -0.4% | +25.2% | +24.4% |
| 3Y | +127.8% | +49.0% | +78.8% | +117.9% |
| All | +145.9% | +32.8% | +113.0% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling