+48.7%
GLDM vs MULL
+1,303.2%
-1,254.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.7% |
| 7D | -5.5% | +43.3% | -48.8% | -6.7% |
| 30D | -7.0% | -37.4% | +30.5% | -6.0% |
| 3M | -12.3% | -36.8% | +24.6% | -11.6% |
| 6M | -17.9% | -36.9% | +18.9% | -18.7% |
| YTD | -10.3% | +250.7% | -260.9% | -15.7% |
| 1Y | -7.8% | +337.6% | -345.4% | -13.9% |
| All | +48.7% | +1,303.2% | -1,254.5% | +36.5% |
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