+242.5%
GLDM vs MKTX
-13.1%
+255.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +0.3% | +1.0% | -0.6% | +0.3% |
| 3M | +0.7% | +41.3% | -40.6% | -1.7% |
| 6M | -15.4% | -11.3% | -4.1% | -15.0% |
| YTD | +1.0% | -8.6% | +9.6% | +1.2% |
| 1Y | +19.7% | -11.1% | +30.8% | +20.2% |
| 3Y | +126.5% | -24.5% | +151.0% | +128.3% |
| 5Y | +142.5% | -61.4% | +203.9% | +152.8% |
| All | +242.5% | -13.1% | +255.6% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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