+48.1%
MMM vs GLDM
+204.4%
-156.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.8% | -4.6% | +3.8% | -0.4% |
| 30D | +11.7% | -5.5% | +17.1% | +12.1% |
| 3M | +1.0% | -10.9% | +11.9% | +1.8% |
| 6M | +26.0% | -17.3% | +43.4% | +27.5% |
| YTD | +16.3% | -10.2% | +26.5% | +17.6% |
| 1Y | +9.6% | -6.9% | +16.6% | +10.7% |
| 3Y | +157.3% | +98.7% | +58.7% | +144.6% |
| 5Y | +42.5% | +106.7% | -64.2% | +33.5% |
| All | +48.1% | +204.4% | -156.3% | +55.3% |
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