+259.3%
MA vs GLDM
+219.0%
+40.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.7% | +0.3% | +3.8% |
| 7D | +10.2% | -0.3% | +10.5% | +10.2% |
| 30D | +19.3% | -1.9% | +21.2% | +19.4% |
| 3M | +18.0% | -0.4% | +18.4% | +17.9% |
| 6M | +33.7% | -10.1% | +43.8% | +34.2% |
| YTD | +18.6% | -5.8% | +24.4% | +18.1% |
| 1Y | +22.5% | +3.1% | +19.4% | +21.1% |
| 3Y | +77.4% | +103.4% | -26.0% | +61.8% |
| 5Y | +106.6% | +125.5% | -18.9% | +83.8% |
| All | +259.3% | +219.0% | +40.3% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling