+41.1%
MKSI vs GLDM
+116.0%
-74.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.1% |
| 7D | +4.0% | +2.9% | +1.2% | +2.5% |
| 30D | -19.3% | -3.9% | -15.4% | -17.8% |
| 3M | -26.9% | -8.1% | -18.8% | -24.1% |
| 6M | -31.7% | -14.7% | -17.0% | -27.0% |
| YTD | +33.9% | -6.6% | +40.5% | +38.4% |
| 1Y | +34.9% | -2.1% | +37.0% | +37.0% |
| 3Y | +207.2% | +107.7% | +99.6% | +124.7% |
| 5Y | +41.1% | +116.5% | -75.3% | -5.6% |
| All | +41.1% | +116.0% | -74.9% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling