+193.1%
MKSI vs GLDM
+126.1%
+67.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.7% |
| 7D | +7.7% | +0.7% | +7.0% | +7.3% |
| 30D | -12.9% | +0.3% | -13.2% | -13.1% |
| 3M | -14.8% | +0.7% | -15.5% | -15.3% |
| 6M | +26.6% | -15.4% | +42.1% | +34.0% |
| YTD | +66.6% | +1.0% | +65.6% | +66.8% |
| 1Y | +144.6% | +19.7% | +124.8% | +133.9% |
| 3Y | +193.1% | +126.5% | +66.6% | +119.4% |
| All | +193.1% | +126.1% | +67.1% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling