+114.1%
MCK vs GLDM
+126.1%
-12.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.2% |
| 7D | -1.9% | +0.7% | -2.7% | -1.9% |
| 30D | +2.4% | +0.3% | +2.0% | +2.4% |
| 3M | +16.1% | +0.7% | +15.4% | +16.3% |
| 6M | -3.1% | -15.4% | +12.4% | -3.7% |
| YTD | +8.7% | +1.0% | +7.7% | +8.9% |
| 1Y | +28.1% | +19.7% | +8.3% | +29.0% |
| 3Y | +114.1% | +126.5% | -12.4% | +131.4% |
| All | +114.1% | +126.1% | -12.0% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling