+107.0%
GLDM vs MKC
-35.5%
+142.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -4.6% | -3.0% | -1.6% | -4.4% |
| 30D | -5.5% | +4.8% | -10.3% | -5.7% |
| 3M | -10.9% | -12.8% | +2.0% | -10.1% |
| 6M | -17.3% | +5.0% | -22.4% | -17.9% |
| YTD | -10.2% | -29.1% | +18.9% | -8.0% |
| 1Y | -6.9% | -26.4% | +19.5% | -5.0% |
| 3Y | +98.7% | -21.6% | +120.3% | +100.8% |
| All | +107.0% | -35.5% | +142.5% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling