+153.0%
MO vs GLDM
+216.5%
-63.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.6% |
| 7D | -0.8% | +2.9% | -3.6% | -0.7% |
| 30D | +6.5% | -3.9% | +10.4% | +6.4% |
| 3M | +18.3% | -8.1% | +26.5% | +18.0% |
| 6M | +15.6% | -14.7% | +30.3% | +15.5% |
| YTD | +38.8% | -6.6% | +45.4% | +38.0% |
| 1Y | +41.6% | -2.1% | +43.7% | +40.6% |
| 3Y | +138.2% | +107.7% | +30.6% | +128.8% |
| 5Y | +150.5% | +116.5% | +34.0% | +138.8% |
| All | +153.0% | +216.5% | -63.5% | +156.9% |
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