+109.9%
MCD vs GLDM
+221.7%
-111.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +8.0% | +1.9% | +6.1% | +7.8% |
| 30D | +19.6% | -1.7% | +21.3% | +19.7% |
| 3M | +2.2% | -3.5% | +5.7% | +2.4% |
| 6M | -1.1% | -10.1% | +8.9% | -0.3% |
| YTD | -7.2% | -5.0% | -2.2% | -7.4% |
| 1Y | -6.7% | +2.8% | -9.5% | -7.7% |
| 3Y | +11.6% | +105.1% | -93.5% | +0.1% |
| 5Y | +22.6% | +124.3% | -101.7% | +8.0% |
| All | +109.9% | +221.7% | -111.8% | +90.2% |
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