+47.3%
MDT vs GLDM
+216.5%
-169.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -1.0% |
| 7D | +2.7% | +2.9% | -0.1% | +2.5% |
| 30D | +14.8% | -3.9% | +18.7% | +15.1% |
| 3M | +14.6% | -8.1% | +22.7% | +15.1% |
| 6M | +35.7% | -14.7% | +50.4% | +37.2% |
| YTD | +8.5% | -6.6% | +15.0% | +8.7% |
| 1Y | +13.3% | -2.1% | +15.3% | +13.2% |
| 3Y | +58.6% | +107.7% | -49.1% | +49.7% |
| 5Y | -2.6% | +116.5% | -119.1% | -8.9% |
| All | +47.3% | +216.5% | -169.2% | +39.3% |
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