+219.4%
GLDM vs MCO
+220.0%
-0.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | +4.7% | +2.4% | +2.3% | +4.5% |
| 30D | -0.9% | +12.5% | -13.3% | -1.5% |
| 3M | -4.3% | +7.1% | -11.4% | -4.7% |
| 6M | -13.4% | +13.2% | -26.6% | -14.0% |
| YTD | -5.8% | -0.4% | -5.5% | -6.0% |
| 1Y | +2.1% | +5.8% | -3.7% | +1.4% |
| 3Y | +105.0% | +55.4% | +49.6% | +98.1% |
| 5Y | +122.5% | +36.3% | +86.2% | +114.6% |
| All | +219.4% | +220.0% | -0.6% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling