+213.0%
GLDM vs MKC
+4.4%
+208.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | -2.0% | -7.0% | +5.1% | -1.4% |
| 30D | -4.4% | +4.1% | -8.5% | -4.7% |
| 3M | -8.8% | -10.3% | +1.5% | -8.2% |
| 6M | -15.9% | +1.7% | -17.6% | -16.2% |
| YTD | -7.7% | -29.1% | +21.4% | -5.4% |
| 1Y | -3.6% | -26.0% | +22.4% | -1.5% |
| 3Y | +105.2% | -21.5% | +126.7% | +107.6% |
| 5Y | +112.8% | -35.0% | +147.8% | +117.1% |
| All | +213.0% | +4.4% | +208.6% | +220.0% |
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