+248.5%
GLDM vs MTB
+79.9%
+168.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 6M | -13.7% | +10.9% | -24.5% | -13.4% |
| YTD | +2.8% | +21.5% | -18.7% | +3.4% |
| 1Y | +24.8% | +21.9% | +2.9% | +25.7% |
| 3Y | +127.8% | +109.2% | +18.6% | +134.1% |
| 5Y | +141.1% | +102.0% | +39.2% | +149.6% |
| All | +248.5% | +79.9% | +168.6% | +251.3% |
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 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