+204.7%
GLDM vs MSI
+411.1%
-206.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | +3.2% | -7.9% | -4.7% |
| 30D | -5.5% | +17.6% | -23.1% | -5.9% |
| 3M | -10.9% | +14.5% | -25.4% | -11.2% |
| 6M | -17.3% | +34.3% | -51.6% | -18.1% |
| YTD | -10.2% | +39.7% | -49.9% | -11.1% |
| 1Y | -6.9% | +40.2% | -47.1% | -7.9% |
| 3Y | +98.7% | +77.1% | +21.5% | +95.2% |
| 5Y | +106.7% | +124.0% | -17.3% | +101.8% |
| All | +204.7% | +411.1% | -206.4% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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