+49.1%
MDT vs GLDM
+204.4%
-155.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.0% | -4.6% | +5.7% | +1.4% |
| 30D | +9.2% | -5.5% | +14.6% | +9.6% |
| 3M | +14.5% | -10.9% | +25.4% | +15.4% |
| 6M | +37.3% | -17.3% | +54.6% | +39.1% |
| YTD | +9.8% | -10.2% | +20.0% | +10.4% |
| 1Y | +10.5% | -6.9% | +17.5% | +10.9% |
| 3Y | +57.4% | +98.7% | -41.2% | +49.1% |
| 5Y | +1.2% | +106.7% | -105.6% | -5.0% |
| All | +49.1% | +204.4% | -155.2% | +41.4% |
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