+222.0%
GLDM vs MTB
+64.8%
+157.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.8% |
| 7D | +1.9% | -1.9% | +3.8% | +1.8% |
| 30D | -1.7% | +0.5% | -2.2% | -1.7% |
| 3M | -3.5% | -12.2% | +8.7% | -3.9% |
| 6M | -10.1% | +3.4% | -13.4% | -10.0% |
| YTD | -5.0% | +11.3% | -16.4% | -4.7% |
| 1Y | +2.8% | +23.3% | -20.5% | +3.5% |
| 3Y | +105.1% | +96.8% | +8.3% | +110.3% |
| 5Y | +124.3% | +65.8% | +58.5% | +130.3% |
| All | +222.0% | +64.8% | +157.1% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling