+204.3%
GLDM vs MKC
+3.2%
+201.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | -5.5% | -7.3% | +1.8% | -5.0% |
| 30D | -7.0% | +4.0% | -11.0% | -7.3% |
| 3M | -12.3% | -11.5% | -0.8% | -11.6% |
| 6M | -17.9% | +1.1% | -19.0% | -18.2% |
| YTD | -10.3% | -29.9% | +19.6% | -7.9% |
| 1Y | -7.8% | -27.0% | +19.2% | -5.7% |
| 3Y | +99.5% | -22.3% | +121.8% | +101.9% |
| 5Y | +106.5% | -36.0% | +142.5% | +110.9% |
| All | +204.3% | +3.2% | +201.0% | +211.3% |
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