+186.3%
MKSI vs GLDM
+248.1%
-61.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +1.8% | -0.5% | +2.3% | +2.0% |
| 30D | -16.8% | +4.4% | -21.2% | -18.1% |
| 3M | -21.1% | -1.1% | -20.0% | -20.9% |
| 6M | +10.8% | -13.7% | +24.5% | +16.0% |
| YTD | +63.3% | +2.8% | +60.6% | +62.1% |
| 1Y | +157.0% | +24.8% | +132.1% | +141.5% |
| 3Y | +163.7% | +127.8% | +35.9% | +102.9% |
| 5Y | +82.0% | +141.1% | -59.2% | +35.0% |
| All | +186.3% | +248.1% | -61.8% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling