+59.0%
GLDM vs MULL
+1,100.2%
-1,041.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.3% | -10.5% | +1.5% |
| 7D | +5.0% | -27.1% | +32.1% | +5.7% |
| 30D | -1.3% | -54.2% | +52.9% | +0.9% |
| 3M | -4.7% | -42.0% | +37.3% | -3.6% |
| 6M | -12.4% | -43.5% | +31.1% | -12.9% |
| YTD | -4.1% | +199.9% | -204.0% | -9.3% |
| 1Y | +3.3% | +292.8% | -289.5% | -3.0% |
| All | +59.0% | +1,100.2% | -1,041.2% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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