+248.5%
GLDM vs MKTX
-13.1%
+261.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +4.4% | +1.1% | +3.3% | +4.3% |
| 3M | -1.1% | +36.1% | -37.2% | -3.2% |
| 6M | -13.7% | -12.9% | -0.8% | -13.2% |
| YTD | +2.8% | -8.5% | +11.3% | +3.0% |
| 1Y | +24.8% | -7.5% | +32.4% | +24.9% |
| 3Y | +127.8% | -28.3% | +156.1% | +130.4% |
| 5Y | +141.1% | -63.3% | +204.4% | +152.2% |
| All | +248.5% | -13.1% | +261.6% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling