+48.7%
MMM vs GLDM
+204.4%
-155.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.4% | -4.6% | +4.2% | 0.0% |
| 30D | +12.1% | -5.5% | +17.6% | +12.6% |
| 3M | +1.4% | -10.9% | +12.3% | +2.2% |
| 6M | +26.6% | -17.3% | +43.9% | +28.1% |
| YTD | +16.8% | -10.2% | +27.0% | +18.1% |
| 1Y | +10.1% | -6.9% | +17.0% | +11.2% |
| 3Y | +158.4% | +98.7% | +59.8% | +145.6% |
| 5Y | +43.1% | +106.7% | -63.7% | +34.0% |
| All | +48.7% | +204.4% | -155.7% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling