+222.0%
GLDM vs MKC
+11.3%
+210.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | +1.9% | +7.0% | -5.1% | +1.4% |
| 30D | -1.7% | +11.4% | -13.1% | -2.5% |
| 3M | -3.5% | -3.7% | +0.2% | -3.3% |
| 6M | -10.1% | +5.3% | -15.3% | -10.6% |
| YTD | -5.0% | -24.4% | +19.3% | -3.1% |
| 1Y | +2.8% | -19.7% | +22.4% | +4.3% |
| 3Y | +105.1% | -16.3% | +121.4% | +106.5% |
| 5Y | +124.3% | -30.5% | +154.8% | +127.7% |
| All | +222.0% | +11.3% | +210.6% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling