+86.4%
MCHP vs GLDM
+248.1%
-161.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | -4.1% | +4.4% | -8.5% | -5.4% |
| 3M | -22.5% | -1.1% | -21.5% | -22.3% |
| 6M | +7.3% | -13.7% | +21.0% | +11.4% |
| YTD | +18.4% | +2.8% | +15.6% | +17.1% |
| 1Y | +18.1% | +24.8% | -6.7% | +10.5% |
| 3Y | -2.8% | +127.8% | -130.6% | -24.2% |
| 5Y | +5.5% | +141.1% | -135.7% | -20.8% |
| All | +86.4% | +248.1% | -161.8% | +33.1% |
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