+62.1%
GLDM vs MSTZ
-99.3%
+161.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.1% | +2.0% |
| 7D | +5.0% | +4.3% | +0.7% | +5.2% |
| 30D | -1.3% | +30.2% | -31.5% | -0.3% |
| 3M | -4.7% | -66.9% | +62.2% | -6.0% |
| 6M | -12.4% | -26.3% | +14.0% | -12.0% |
| YTD | -4.1% | -80.1% | +76.1% | -4.7% |
| 1Y | +3.3% | -57.5% | +60.8% | +3.2% |
| All | +62.1% | -99.3% | +161.5% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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