-15.4%
MDLN vs GLDM
+0.6%
-16.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -5.2% |
| 7D | -1.2% | +0.7% | -1.9% | -1.2% |
| 30D | -1.5% | +0.3% | -1.9% | -1.4% |
| 3M | +2.6% | +0.7% | +1.9% | +3.3% |
| 6M | -20.9% | -15.4% | -5.4% | -19.7% |
| YTD | -17.4% | +1.0% | -18.4% | -24.3% |
| All | -15.4% | +0.6% | -16.0% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling