+222.0%
GLDM vs MDY
+102.7%
+119.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +1.2% |
| 7D | +1.9% | -3.4% | +5.3% | +2.2% |
| 30D | -1.7% | -3.2% | +1.5% | -1.4% |
| 3M | -3.5% | -6.7% | +3.1% | -3.0% |
| 6M | -10.1% | -1.8% | -8.3% | -9.9% |
| YTD | -5.0% | +9.2% | -14.2% | -5.5% |
| 1Y | +2.8% | +11.7% | -9.0% | +2.2% |
| 3Y | +105.1% | +49.5% | +55.6% | +101.0% |
| 5Y | +124.3% | +31.2% | +93.1% | +120.0% |
| All | +222.0% | +102.7% | +119.2% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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