+216.8%
GLDM vs MTB
+65.5%
+151.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.7% |
| 7D | +2.9% | -0.7% | +3.5% | +2.8% |
| 30D | -3.9% | +1.4% | -5.3% | -3.9% |
| 3M | -8.1% | -11.6% | +3.5% | -8.5% |
| 6M | -14.7% | +5.4% | -20.1% | -14.6% |
| YTD | -6.6% | +11.7% | -18.3% | -6.2% |
| 1Y | -2.1% | +20.5% | -22.6% | -1.4% |
| 3Y | +107.7% | +104.5% | +3.2% | +113.2% |
| 5Y | +116.5% | +65.1% | +51.4% | +122.2% |
| All | +216.8% | +65.5% | +151.3% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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