+219.3%
GLDM vs MSI
+378.2%
-158.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.6% |
| 7D | -0.3% | +2.8% | -3.1% | -0.3% |
| 30D | -1.9% | +9.1% | -11.0% | -2.1% |
| 3M | -0.4% | +12.5% | -12.9% | -0.7% |
| 6M | -10.1% | +14.2% | -24.3% | -10.4% |
| YTD | -5.8% | +30.7% | -36.6% | -6.7% |
| 1Y | +3.1% | +27.5% | -24.4% | +2.3% |
| 3Y | +103.4% | +71.4% | +32.0% | +100.0% |
| 5Y | +125.5% | +109.6% | +15.9% | +120.6% |
| All | +219.3% | +378.2% | -158.9% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling