+51.4%
MMM vs GLDM
+221.7%
-170.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.3% |
| 7D | +5.9% | +1.9% | +4.0% | +5.7% |
| 30D | +14.7% | -1.7% | +16.4% | +14.8% |
| 3M | +3.6% | -3.5% | +7.1% | +3.8% |
| 6M | +32.7% | -10.1% | +42.8% | +33.5% |
| YTD | +18.9% | -5.0% | +24.0% | +19.7% |
| 1Y | +16.4% | +2.8% | +13.6% | +16.9% |
| 3Y | +159.8% | +105.1% | +54.7% | +146.2% |
| 5Y | +47.2% | +124.3% | -77.1% | +37.3% |
| All | +51.4% | +221.7% | -170.3% | +58.1% |
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