+250.2%
MA vs GLDM
+225.0%
+25.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -0.3% | +5.0% | -5.3% | -0.5% |
| 30D | +11.3% | -1.3% | +12.6% | +11.3% |
| 3M | +16.7% | -4.7% | +21.4% | +16.8% |
| 6M | +32.8% | -12.4% | +45.2% | +33.4% |
| YTD | +15.6% | -4.1% | +19.7% | +15.1% |
| 1Y | +19.6% | +3.3% | +16.2% | +18.3% |
| 3Y | +72.1% | +110.9% | -38.9% | +56.6% |
| 5Y | +96.0% | +124.8% | -28.7% | +74.6% |
| All | +250.2% | +225.0% | +25.2% | +221.8% |
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