+18.1%
MCHP vs GLDM
+24.7%
-6.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | -4.1% | +4.4% | -8.5% | -5.7% |
| 3M | -22.5% | -1.1% | -21.5% | -22.7% |
| 6M | +7.3% | -13.7% | +21.0% | +10.4% |
| YTD | +18.4% | +2.8% | +15.6% | +18.9% |
| 1Y | +18.1% | +24.8% | -6.7% | +27.2% |
| All | +18.1% | +24.7% | -6.6% | +27.2% |
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 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