-3.9%
MCD vs GLDM
+2.8%
-6.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.7% | +2.9% | +6.3% |
| 7D | +11.9% | -0.3% | +12.1% | +11.7% |
| 30D | +20.2% | -1.9% | +22.1% | +20.2% |
| 3M | +5.2% | -0.4% | +5.6% | +5.0% |
| 6M | 0.0% | -10.1% | +10.1% | +0.2% |
| YTD | -6.5% | -5.8% | -0.7% | -5.3% |
| 1Y | -3.9% | +3.1% | -7.0% | -2.7% |
| All | -3.9% | +2.8% | -6.7% | -2.7% |
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