+164.1%
MAR vs GLDM
+125.6%
+38.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +0.2% | +5.0% | -4.8% | -0.1% |
| 30D | +14.0% | -1.3% | +15.3% | +14.0% |
| 3M | +18.1% | -4.7% | +22.8% | +18.3% |
| 6M | +18.6% | -12.4% | +31.0% | +18.6% |
| YTD | +35.3% | -4.1% | +39.3% | +35.1% |
| 1Y | +44.5% | +3.3% | +41.1% | +44.3% |
| 3Y | +120.7% | +110.9% | +9.8% | +104.6% |
| 5Y | +164.1% | +124.8% | +39.3% | +130.0% |
| All | +164.1% | +125.6% | +38.4% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling