+491.2%
MDB vs GLDM
+221.7%
+269.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -8.1% | -7.5% |
| 7D | -20.9% | +1.9% | -22.8% | -21.4% |
| 30D | -15.6% | -1.7% | -13.9% | -15.0% |
| 3M | -19.1% | -3.5% | -15.5% | -18.0% |
| 6M | +14.2% | -10.1% | +24.3% | +18.1% |
| YTD | -27.4% | -5.0% | -22.4% | -26.6% |
| 1Y | -13.0% | +2.8% | -15.8% | -14.5% |
| 3Y | -11.2% | +105.1% | -116.3% | -34.9% |
| 5Y | -45.2% | +124.3% | -169.5% | -62.5% |
| All | +491.2% | +221.7% | +269.5% | +338.8% |
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