+145.9%
GLDM vs MTB
+101.8%
+44.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.5% | +1.7% | -2.3% | -0.5% |
| 30D | +4.4% | -4.2% | +8.6% | +4.3% |
| 3M | -1.1% | +8.9% | -9.9% | -1.0% |
| 6M | -13.7% | +10.9% | -24.5% | -13.6% |
| YTD | +2.8% | +21.5% | -18.7% | +3.0% |
| 1Y | +24.8% | +21.9% | +2.9% | +25.2% |
| 3Y | +127.8% | +109.2% | +18.6% | +130.3% |
| All | +145.9% | +101.8% | +44.1% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling