+225.3%
GLDM vs MSI
+408.0%
-182.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +1.8% |
| 7D | +5.0% | +8.3% | -3.4% | +4.7% |
| 30D | -1.3% | +18.9% | -20.2% | -1.8% |
| 3M | -4.7% | +13.2% | -17.9% | -5.0% |
| 6M | -12.4% | +38.3% | -50.7% | -13.2% |
| YTD | -4.1% | +38.9% | -42.9% | -5.1% |
| 1Y | +3.3% | +36.7% | -33.3% | +2.3% |
| 3Y | +110.9% | +76.6% | +34.4% | +107.3% |
| 5Y | +124.8% | +124.5% | +0.3% | +119.4% |
| All | +225.3% | +408.0% | -182.6% | +221.8% |
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