+51.6%
MCHP vs GLDM
+216.5%
-164.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.0% |
| 7D | -22.6% | +2.9% | -25.4% | -23.3% |
| 30D | -20.1% | -3.9% | -16.2% | -19.0% |
| 3M | -25.4% | -8.1% | -17.3% | -23.3% |
| 6M | -38.4% | -14.7% | -23.7% | -35.4% |
| YTD | -3.7% | -6.6% | +2.9% | -1.6% |
| 1Y | +11.7% | -2.1% | +13.8% | +12.6% |
| 3Y | -16.1% | +107.7% | -123.8% | -32.5% |
| 5Y | -16.9% | +116.5% | -133.4% | -35.3% |
| All | +51.6% | +216.5% | -164.9% | +11.8% |
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