+47.9%
MMM vs GLDM
+116.0%
-68.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | +7.0% | +2.9% | +4.1% | +6.6% |
| 30D | +18.4% | -3.9% | +22.3% | +18.8% |
| 3M | +4.5% | -8.1% | +12.6% | +5.3% |
| 6M | +33.4% | -14.7% | +48.1% | +35.3% |
| YTD | +20.0% | -6.6% | +26.5% | +21.2% |
| 1Y | +15.0% | -2.1% | +17.1% | +15.9% |
| 3Y | +165.0% | +107.7% | +57.3% | +131.6% |
| 5Y | +47.9% | +116.5% | -68.6% | +19.7% |
| All | +47.9% | +116.0% | -68.1% | +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