+148.6%
MKSI vs GLDM
+212.7%
-64.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.0% | +6.3% |
| 7D | +15.9% | -2.0% | +17.9% | +16.7% |
| 30D | -9.6% | -4.4% | -5.1% | -8.0% |
| 3M | -23.2% | -8.8% | -14.3% | -20.4% |
| 6M | -29.2% | -15.9% | -13.3% | -24.7% |
| YTD | +41.8% | -7.7% | +49.5% | +46.6% |
| 1Y | +48.7% | -3.6% | +52.3% | +51.7% |
| 3Y | +225.3% | +105.2% | +120.0% | +160.7% |
| 5Y | +43.6% | +112.8% | -69.2% | +11.4% |
| All | +148.6% | +212.7% | -64.2% | +96.2% |
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