+35.9%
MMM vs GLDM
+248.1%
-212.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | -7.0% | +4.4% | -11.4% | -7.3% |
| 3M | +10.8% | -1.1% | +11.9% | +10.8% |
| 6M | +5.8% | -13.7% | +19.4% | +6.5% |
| YTD | +6.8% | +2.8% | +4.0% | +7.0% |
| 1Y | +10.4% | +24.8% | -14.5% | +9.5% |
| 3Y | +104.7% | +127.8% | -23.1% | +92.7% |
| 5Y | +23.6% | +141.1% | -117.6% | +14.8% |
| All | +35.9% | +248.1% | -212.2% | +41.3% |
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 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