+121.8%
GLDM vs MKC
-32.7%
+154.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | +4.7% | +2.3% | +2.3% | +4.5% |
| 30D | -0.9% | +8.1% | -9.0% | -1.3% |
| 3M | -4.3% | -6.4% | +2.1% | -4.0% |
| 6M | -13.4% | +1.8% | -15.2% | -13.7% |
| YTD | -5.8% | -26.9% | +21.1% | -3.7% |
| 1Y | +2.1% | -21.7% | +23.8% | +3.8% |
| 3Y | +105.0% | -18.7% | +123.8% | +106.8% |
| All | +121.8% | -32.7% | +154.4% | +124.2% |
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