+137.7%
MKSI vs GLDM
+18.4%
+119.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.4% |
| 7D | +4.9% | -3.4% | +8.3% | +6.8% |
| 30D | -11.0% | -1.1% | -9.9% | -10.5% |
| 3M | -17.1% | +5.9% | -22.9% | -19.7% |
| 6M | +16.4% | -16.9% | +33.3% | +25.7% |
| YTD | +64.3% | +0.2% | +64.1% | +64.9% |
| 1Y | +137.7% | +18.6% | +119.2% | +149.5% |
| All | +137.7% | +18.4% | +119.3% | +149.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling