+216.8%
GLDM vs MKC
+3.9%
+212.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.5% |
| 7D | +2.9% | -2.4% | +5.3% | +3.0% |
| 30D | -3.9% | +5.4% | -9.3% | -4.3% |
| 3M | -8.1% | -11.1% | +3.0% | -7.4% |
| 6M | -14.7% | -1.4% | -13.3% | -14.8% |
| YTD | -6.6% | -29.4% | +22.8% | -4.2% |
| 1Y | -2.1% | -24.7% | +22.7% | -0.1% |
| 3Y | +107.7% | -21.8% | +129.5% | +110.1% |
| 5Y | +116.5% | -36.0% | +152.5% | +121.1% |
| All | +216.8% | +3.9% | +212.9% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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