+124.3%
GLDM vs MOS
-31.6%
+155.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | +0.5% |
| 7D | +1.9% | +22.5% | -20.6% | -0.2% |
| 30D | -1.7% | +6.6% | -8.3% | -2.5% |
| 3M | -3.5% | -3.8% | +0.3% | -3.5% |
| 6M | -10.1% | -2.2% | -7.9% | -10.4% |
| YTD | -5.0% | -4.8% | -0.3% | -5.1% |
| 1Y | +2.8% | -11.7% | +14.5% | +3.2% |
| 3Y | +105.1% | -26.5% | +131.6% | +106.3% |
| 5Y | +124.3% | -32.2% | +156.5% | +127.9% |
| All | +124.3% | -31.6% | +155.9% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling