+108.7%
MCD vs GLDM
+219.1%
-110.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +7.1% | +4.7% | +2.5% | +6.7% |
| 30D | +19.8% | -0.9% | +20.6% | +19.8% |
| 3M | +0.8% | -4.3% | +5.1% | +1.1% |
| 6M | -1.3% | -13.4% | +12.1% | -0.1% |
| YTD | -7.8% | -5.8% | -1.9% | -7.8% |
| 1Y | -5.0% | +2.1% | -7.0% | -5.9% |
| 3Y | +10.5% | +105.0% | -94.5% | -0.8% |
| 5Y | +22.0% | +122.5% | -100.5% | +7.5% |
| All | +108.7% | +219.1% | -110.4% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling