-7.7%
MDB vs GLDM
+2.8%
-10.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -3.3% |
| 7D | -16.5% | -0.3% | -16.3% | -16.4% |
| 30D | -8.6% | -1.9% | -6.7% | -7.9% |
| 3M | -13.6% | -0.4% | -13.2% | -13.1% |
| 6M | +24.1% | -10.1% | +34.1% | +27.4% |
| YTD | -21.8% | -5.8% | -15.9% | -17.9% |
| 1Y | -7.7% | +3.1% | -10.8% | +0.2% |
| All | -7.7% | +2.8% | -10.5% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling