+96.8%
MNST vs GLDM
+112.9%
-16.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -6.9% | -2.0% | -4.9% | -6.7% |
| 30D | +3.7% | -4.4% | +8.2% | +4.0% |
| 3M | -0.3% | -8.8% | +8.6% | +0.3% |
| 6M | +5.1% | -15.9% | +21.0% | +6.3% |
| YTD | +18.4% | -7.7% | +26.1% | +18.9% |
| 1Y | +26.3% | -3.6% | +29.9% | +26.4% |
| 3Y | +64.3% | +105.2% | -41.0% | +56.3% |
| 5Y | +96.8% | +112.8% | -16.0% | +67.4% |
| All | +96.8% | +112.9% | -16.1% | +67.4% |
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