+709.0%
MCK vs GLDM
+204.4%
+504.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +4.0% | -4.6% | +8.6% | +4.0% |
| 30D | +12.9% | -5.5% | +18.4% | +13.0% |
| 3M | +28.9% | -10.9% | +39.7% | +29.0% |
| 6M | +49.9% | -17.3% | +67.3% | +50.2% |
| YTD | +34.8% | -10.2% | +45.0% | +34.5% |
| 1Y | +30.8% | -6.9% | +37.8% | +30.3% |
| 3Y | +137.4% | +98.7% | +38.8% | +127.3% |
| 5Y | +403.3% | +106.7% | +296.6% | +378.1% |
| All | +709.0% | +204.4% | +504.7% | +682.9% |
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