+194.8%
MKSI vs GLDM
+245.4%
-50.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.6% |
| 7D | +6.6% | +0.2% | +6.5% | +6.5% |
| 30D | -8.2% | +0.3% | -8.5% | -8.4% |
| 3M | -16.4% | +3.3% | -19.7% | -17.5% |
| 6M | +23.0% | -14.5% | +37.4% | +29.1% |
| YTD | +68.2% | +1.9% | +66.2% | +67.4% |
| 1Y | +148.6% | +21.1% | +127.5% | +135.6% |
| 3Y | +196.0% | +128.6% | +67.4% | +127.6% |
| 5Y | +87.4% | +143.8% | -56.4% | +38.9% |
| All | +194.8% | +245.4% | -50.5% | +124.1% |
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