+87.4%
MKSI vs GLDM
+143.2%
-55.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.7% |
| 6M | +23.0% | -14.5% | +37.4% | +29.9% |
| YTD | +68.2% | +1.9% | +66.2% | +67.1% |
| 1Y | +148.6% | +21.1% | +127.5% | +133.3% |
| 3Y | +196.0% | +128.6% | +67.4% | +110.1% |
| 5Y | +87.4% | +143.8% | -56.4% | +19.7% |
| All | +87.4% | +143.2% | -55.9% | +19.7% |
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