-24.7%
MDB vs GLDM
+143.3%
-168.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -17.4% | -0.5% | -16.9% | -17.3% |
| 30D | -2.0% | +4.4% | -6.4% | -3.3% |
| 3M | -3.0% | -1.1% | -1.9% | -2.9% |
| 6M | +48.7% | -13.7% | +62.3% | +54.3% |
| YTD | -12.1% | +2.8% | -14.9% | -13.2% |
| 1Y | +14.5% | +24.8% | -10.3% | +6.0% |
| 3Y | -6.1% | +127.8% | -134.0% | -32.6% |
| All | -24.7% | +143.3% | -168.0% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling