+32.9%
MDT vs GLDM
+242.2%
-209.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | +0.4% | +0.7% | -0.4% | +0.3% |
| 30D | +6.0% | +0.3% | +5.7% | +5.9% |
| 3M | +15.5% | +0.7% | +14.8% | +15.4% |
| 6M | +3.4% | -15.4% | +18.8% | +4.6% |
| YTD | -2.2% | +1.0% | -3.2% | -2.4% |
| 1Y | +2.6% | +19.7% | -17.2% | +1.1% |
| 3Y | +27.5% | +126.5% | -99.0% | +19.7% |
| 5Y | -20.1% | +142.5% | -162.5% | -25.6% |
| All | +32.9% | +242.2% | -209.3% | +25.0% |
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