-18.2%
MDT vs GLDM
+143.3%
-161.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +3.2% | -0.5% | +3.8% | +3.3% |
| 30D | +9.5% | +4.4% | +5.1% | +8.9% |
| 3M | +16.0% | -1.1% | +17.0% | +16.0% |
| 6M | +0.2% | -13.7% | +13.9% | +1.6% |
| YTD | -0.3% | +2.8% | -3.0% | -1.0% |
| 1Y | +4.7% | +24.8% | -20.1% | +1.5% |
| 3Y | +26.5% | +127.8% | -101.3% | +11.8% |
| All | -18.2% | +143.3% | -161.4% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling