+53.0%
MDT vs GLDM
+104.2%
-51.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | +5.4% | +4.7% | +0.8% | +5.0% |
| 30D | +19.1% | -0.9% | +19.9% | +19.0% |
| 3M | +19.5% | -4.3% | +23.8% | +19.7% |
| 6M | +33.5% | -13.4% | +46.9% | +35.2% |
| YTD | +8.7% | -5.8% | +14.5% | +8.6% |
| 1Y | +16.8% | +2.1% | +14.7% | +15.8% |
| 3Y | +53.0% | +105.0% | -52.1% | +23.3% |
| All | +53.0% | +104.2% | -51.2% | +23.3% |
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 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