-22.7%
MCHP vs GLDM
+121.8%
-144.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.8% | -9.2% | -9.7% |
| 7D | -24.6% | +4.7% | -29.2% | -25.9% |
| 30D | -25.2% | -0.9% | -24.3% | -25.0% |
| 3M | -21.1% | -4.3% | -16.8% | -19.7% |
| 6M | -42.7% | -13.4% | -29.3% | -40.0% |
| YTD | -6.9% | -5.8% | -1.1% | -4.9% |
| 1Y | +0.9% | +2.1% | -1.2% | +0.6% |
| 3Y | -16.2% | +105.0% | -121.2% | -33.5% |
| All | -22.7% | +121.8% | -144.4% | -44.5% |
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