+246.7%
MNST vs GLDM
+219.0%
+27.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.3% | +3.0% |
| 7D | +6.8% | -0.3% | +7.0% | +6.8% |
| 30D | +12.0% | -1.9% | +13.9% | +12.2% |
| 3M | +3.5% | -0.4% | +3.9% | +3.5% |
| 6M | +29.7% | -10.1% | +39.7% | +30.7% |
| YTD | +27.2% | -5.8% | +33.0% | +27.4% |
| 1Y | +45.8% | +3.1% | +42.7% | +44.9% |
| 3Y | +75.5% | +103.4% | -27.9% | +62.8% |
| 5Y | +122.1% | +125.5% | -3.4% | +100.4% |
| All | +246.7% | +219.0% | +27.8% | +229.5% |
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