+211.7%
MNST vs GLDM
+248.1%
-36.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | -7.2% | +4.4% | -11.6% | -7.6% |
| 3M | -1.0% | -1.1% | 0.0% | -1.0% |
| 6M | +11.5% | -13.7% | +25.2% | +12.8% |
| YTD | +14.3% | +2.8% | +11.5% | +13.7% |
| 1Y | +38.1% | +24.8% | +13.3% | +35.1% |
| 3Y | +55.0% | +127.8% | -72.8% | +42.3% |
| 5Y | +79.6% | +141.1% | -61.5% | +61.4% |
| All | +211.7% | +248.1% | -36.5% | +194.1% |
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 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