+124.3%
GLDM vs MSI
+117.4%
+6.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.7% |
| 7D | +1.9% | +5.1% | -3.2% | +1.7% |
| 30D | -1.7% | +13.3% | -15.0% | -2.1% |
| 3M | -3.5% | +18.3% | -21.8% | -4.2% |
| 6M | -10.1% | +18.7% | -28.8% | -10.7% |
| YTD | -5.0% | +36.0% | -41.0% | -6.4% |
| 1Y | +2.8% | +32.6% | -29.8% | +1.4% |
| 3Y | +105.1% | +78.3% | +26.8% | +99.5% |
| 5Y | +124.3% | +121.6% | +2.7% | +119.0% |
| All | +124.3% | +117.4% | +6.9% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling