+248.5%
GLDM vs MOS
+6.3%
+242.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -0.5% | +9.5% | -10.1% | -1.0% |
| 30D | +4.4% | +10.4% | -6.0% | +3.9% |
| 3M | -1.1% | +12.9% | -13.9% | -1.7% |
| 6M | -13.7% | +1.2% | -14.9% | -13.9% |
| YTD | +2.8% | +9.3% | -6.5% | +2.3% |
| 1Y | +24.8% | -18.0% | +42.8% | +25.2% |
| 3Y | +127.8% | -29.0% | +156.8% | +128.0% |
| 5Y | +141.1% | -9.6% | +150.7% | +141.2% |
| All | +248.5% | +6.3% | +242.2% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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