+248.5%
GLDM vs MKC
+14.6%
+233.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -5.9% | +5.3% | -0.1% |
| 30D | +4.4% | -0.9% | +5.3% | +4.4% |
| 3M | -1.1% | +12.7% | -13.8% | -2.2% |
| 6M | -13.7% | -19.3% | +5.6% | -12.2% |
| YTD | +2.8% | -22.2% | +24.9% | +4.7% |
| 1Y | +24.8% | -23.3% | +48.2% | +27.2% |
| 3Y | +127.8% | -30.0% | +157.8% | +132.9% |
| 5Y | +141.1% | -33.8% | +174.9% | +146.0% |
| All | +248.5% | +14.6% | +233.9% | +253.9% |
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