+219.4%
GLDM vs MTB
+63.3%
+156.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +4.7% | -1.3% | +6.0% | +4.6% |
| 30D | -0.9% | +0.5% | -1.4% | -0.8% |
| 3M | -4.3% | -12.4% | +8.1% | -4.7% |
| 6M | -13.4% | +1.5% | -14.9% | -13.3% |
| YTD | -5.8% | +10.3% | -16.1% | -5.5% |
| 1Y | +2.1% | +22.2% | -20.1% | +2.8% |
| 3Y | +105.0% | +96.9% | +8.1% | +110.2% |
| 5Y | +122.5% | +64.3% | +58.2% | +128.4% |
| All | +219.4% | +63.3% | +156.1% | +221.1% |
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