+104.9%
GLDM vs MOS
-29.0%
+134.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +17.4% | -13.7% | +1.2% |
| 7D | -0.3% | +17.9% | -18.2% | -2.7% |
| 30D | -1.9% | +1.6% | -3.4% | -2.4% |
| 3M | -0.4% | -4.0% | +3.6% | -0.3% |
| 6M | -10.1% | -4.1% | -6.0% | -10.2% |
| YTD | -5.8% | -7.8% | +2.0% | -5.3% |
| 1Y | +3.1% | -15.6% | +18.7% | +4.4% |
| All | +104.9% | -29.0% | +134.0% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling