+507.2%
MDB vs GLDM
+219.1%
+288.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.0% |
| 7D | -11.4% | +4.7% | -16.0% | -12.9% |
| 30D | -13.8% | -0.9% | -13.0% | -13.5% |
| 3M | -15.5% | -4.3% | -11.1% | -14.1% |
| 6M | +17.9% | -13.4% | +31.3% | +23.5% |
| YTD | -25.5% | -5.8% | -19.7% | -24.4% |
| 1Y | -12.1% | +2.1% | -14.1% | -13.4% |
| 3Y | -5.9% | +105.0% | -110.9% | -31.0% |
| 5Y | -43.7% | +122.5% | -166.2% | -61.4% |
| All | +507.2% | +219.1% | +288.1% | +351.9% |
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