-17.3%
MCHP vs GLDM
+107.1%
-124.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +5.7% | -4.6% | +10.3% | +7.5% |
| 30D | -13.4% | -5.5% | -8.0% | -11.6% |
| 3M | -20.1% | -10.9% | -9.3% | -16.7% |
| 6M | -35.5% | -17.3% | -18.2% | -31.4% |
| YTD | -1.6% | -10.2% | +8.6% | +2.2% |
| 1Y | +15.5% | -6.9% | +22.4% | +18.7% |
| 3Y | -13.2% | +98.7% | -111.8% | -30.4% |
| All | -17.3% | +107.1% | -124.4% | -39.4% |
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