+145.9%
GLDM vs MSI
+103.4%
+42.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -0.5% | -3.7% | +3.2% | -0.4% |
| 30D | +4.4% | +6.8% | -2.4% | +4.1% |
| 3M | -1.1% | +14.3% | -15.4% | -1.6% |
| 6M | -13.7% | -1.6% | -12.1% | -13.5% |
| YTD | +2.8% | +22.8% | -20.0% | +1.7% |
| 1Y | +24.8% | -1.1% | +26.0% | +25.0% |
| 3Y | +127.8% | +70.5% | +57.3% | +122.0% |
| All | +145.9% | +103.4% | +42.5% | +139.2% |
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 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