+219.4%
GLDM vs MSI
+395.0%
-175.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +4.7% | +4.7% | 0.0% | +4.5% |
| 30D | -0.9% | +14.8% | -15.6% | -1.2% |
| 3M | -4.3% | +8.8% | -13.1% | -4.5% |
| 6M | -13.4% | +19.3% | -32.7% | -13.9% |
| YTD | -5.8% | +35.3% | -41.1% | -6.7% |
| 1Y | +2.1% | +33.8% | -31.7% | +1.1% |
| 3Y | +105.0% | +74.4% | +30.6% | +101.5% |
| 5Y | +122.5% | +120.5% | +2.0% | +117.3% |
| All | +219.4% | +395.0% | -175.6% | +216.2% |
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