+137.2%
MKSI vs GLDM
+204.4%
-67.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.7% |
| 7D | +12.2% | -4.6% | +16.8% | +14.2% |
| 30D | -8.0% | -5.5% | -2.6% | -6.1% |
| 3M | -29.5% | -10.9% | -18.7% | -26.4% |
| 6M | -31.9% | -17.3% | -14.6% | -27.1% |
| YTD | +35.3% | -10.2% | +45.5% | +41.3% |
| 1Y | +50.3% | -6.9% | +57.2% | +55.3% |
| 3Y | +216.4% | +98.7% | +117.7% | +156.6% |
| 5Y | +34.4% | +106.7% | -72.3% | +5.5% |
| All | +137.2% | +204.4% | -67.2% | +89.2% |
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