+49.4%
MAR vs GLDM
+1.8%
+47.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +4.3% | +4.7% | -0.4% | +3.8% |
| 30D | +16.8% | -0.9% | +17.7% | +16.9% |
| 3M | +16.0% | -4.3% | +20.3% | +16.5% |
| 6M | +16.5% | -13.4% | +29.9% | +16.8% |
| YTD | +35.0% | -5.8% | +40.8% | +34.9% |
| 1Y | +49.4% | +2.1% | +47.3% | +46.6% |
| All | +49.4% | +1.8% | +47.6% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling