+240.2%
MNST vs GLDM
+221.7%
+18.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +3.2% | +1.9% | +1.3% | +3.0% |
| 30D | +10.6% | -1.7% | +12.3% | +10.7% |
| 3M | +1.3% | -3.5% | +4.8% | +1.5% |
| 6M | +26.2% | -10.1% | +36.3% | +27.2% |
| YTD | +24.8% | -5.0% | +29.8% | +24.9% |
| 1Y | +40.9% | +2.8% | +38.2% | +40.1% |
| 3Y | +72.2% | +105.1% | -32.9% | +59.6% |
| 5Y | +108.8% | +124.3% | -15.5% | +88.5% |
| All | +240.2% | +221.7% | +18.5% | +223.0% |
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