+73.1%
MA vs GLDM
+143.3%
-70.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | +20.4% | -1.1% | +21.5% | +20.5% |
| 6M | +11.1% | -13.7% | +24.8% | +11.7% |
| YTD | +2.0% | +2.8% | -0.8% | +1.4% |
| 1Y | -2.2% | +24.8% | -27.0% | -4.2% |
| 3Y | +41.9% | +127.8% | -85.9% | +29.2% |
| All | +73.1% | +143.3% | -70.2% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling