+250.3%
MA vs GLDM
+221.7%
+28.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.5% |
| 7D | +3.2% | +1.9% | +1.3% | +3.1% |
| 30D | +15.9% | -1.7% | +17.6% | +16.0% |
| 3M | +15.2% | -3.5% | +18.7% | +15.2% |
| 6M | +32.4% | -10.1% | +42.4% | +32.9% |
| YTD | +15.6% | -5.0% | +20.7% | +15.1% |
| 1Y | +19.3% | +2.8% | +16.5% | +18.0% |
| 3Y | +73.0% | +105.1% | -32.1% | +57.8% |
| 5Y | +93.7% | +124.3% | -30.5% | +72.5% |
| All | +250.3% | +221.7% | +28.6% | +222.0% |
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