+93.0%
MCD vs GLDM
+248.1%
-155.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -6.0% | +4.4% | -10.4% | -6.4% |
| 3M | -5.6% | -1.1% | -4.5% | -5.6% |
| 6M | -21.9% | -13.7% | -8.2% | -20.8% |
| YTD | -14.7% | +2.8% | -17.5% | -15.4% |
| 1Y | -17.3% | +24.8% | -42.1% | -20.0% |
| 3Y | -2.2% | +127.8% | -130.0% | -13.1% |
| 5Y | +20.3% | +141.1% | -120.9% | +5.4% |
| All | +93.0% | +248.1% | -155.1% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling