+566.1%
MCK vs GLDM
+248.1%
+318.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | +1.7% | -0.5% | +2.3% | +1.7% |
| 30D | +3.6% | +4.4% | -0.8% | +3.6% |
| 3M | +20.1% | -1.1% | +21.1% | +20.2% |
| 6M | -7.0% | -13.7% | +6.6% | -6.7% |
| YTD | +11.0% | +2.8% | +8.3% | +10.6% |
| 1Y | +31.8% | +24.8% | +7.0% | +30.2% |
| 3Y | +123.1% | +127.8% | -4.7% | +113.3% |
| 5Y | +351.7% | +141.1% | +210.5% | +328.2% |
| All | +566.1% | +248.1% | +318.0% | +544.1% |
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