+25.2%
MCD vs GLDM
+116.0%
-90.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.4% |
| 7D | +7.3% | +2.9% | +4.4% | +7.1% |
| 30D | +20.0% | -3.9% | +23.9% | +20.2% |
| 3M | +3.8% | -8.1% | +12.0% | +4.2% |
| 6M | +3.8% | -14.7% | +18.5% | +4.6% |
| YTD | -5.9% | -6.6% | +0.7% | -5.8% |
| 1Y | -3.2% | -2.1% | -1.2% | -3.5% |
| 3Y | +13.3% | +107.7% | -94.4% | +6.3% |
| 5Y | +25.2% | +116.5% | -91.2% | +15.3% |
| All | +25.2% | +116.0% | -90.8% | +15.3% |
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 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