+124.1%
MAR vs GLDM
+104.2%
+19.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +4.3% | +4.7% | -0.4% | +4.1% |
| 30D | +16.8% | -0.9% | +17.7% | +16.8% |
| 3M | +16.0% | -4.3% | +20.3% | +16.2% |
| 6M | +16.5% | -13.4% | +29.9% | +16.2% |
| YTD | +35.0% | -5.8% | +40.8% | +35.4% |
| 1Y | +49.4% | +2.1% | +47.3% | +50.3% |
| 3Y | +124.1% | +105.0% | +19.0% | +97.5% |
| All | +124.1% | +104.2% | +19.9% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling