-3.6%
GLDM vs MTB
+20.0%
-23.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.0% | -2.0% | 0.0% | -1.7% |
| 30D | -4.4% | +0.1% | -4.6% | -4.4% |
| 3M | -8.8% | -12.1% | +3.3% | -7.8% |
| 6M | -15.9% | +7.3% | -23.2% | -17.6% |
| YTD | -7.7% | +11.5% | -19.2% | -11.8% |
| 1Y | -3.6% | +21.3% | -24.9% | -8.3% |
| All | -3.6% | +20.0% | -23.6% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling