+49.0%
MDT vs GLDM
+225.0%
-176.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | +3.5% | +5.0% | -1.4% | +3.1% |
| 30D | +16.2% | -1.3% | +17.5% | +16.2% |
| 3M | +18.9% | -4.7% | +23.6% | +19.2% |
| 6M | +37.3% | -12.4% | +49.7% | +38.5% |
| YTD | +9.7% | -4.1% | +13.8% | +9.8% |
| 1Y | +15.2% | +3.3% | +11.8% | +14.6% |
| 3Y | +61.8% | +110.9% | -49.1% | +52.5% |
| 5Y | -1.4% | +124.8% | -126.1% | -7.9% |
| All | +49.0% | +225.0% | -176.0% | +40.6% |
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