+48.4%
MAR vs GLDM
-8.0%
+56.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | -4.6% | +6.2% | +2.1% |
| 30D | +13.8% | -5.5% | +19.3% | +14.4% |
| 3M | +20.3% | -10.9% | +31.1% | +21.5% |
| 6M | +21.3% | -17.3% | +38.7% | +22.2% |
| YTD | +37.2% | -10.2% | +47.4% | +37.9% |
| 1Y | +48.4% | -6.9% | +55.4% | +45.9% |
| All | +48.4% | -8.0% | +56.4% | +45.9% |
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