+208.9%
MA vs GLDM
+248.1%
-39.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +1.5% | +4.4% | -2.9% | +1.4% |
| 3M | +20.4% | -1.1% | +21.5% | +20.5% |
| 6M | +11.1% | -13.7% | +24.8% | +12.1% |
| YTD | +2.0% | +2.8% | -0.8% | +1.3% |
| 1Y | -2.2% | +24.8% | -27.0% | -4.6% |
| 3Y | +41.9% | +127.8% | -85.9% | +28.7% |
| 5Y | +75.4% | +141.1% | -65.8% | +55.9% |
| All | +208.9% | +248.1% | -39.3% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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