+151.3%
MO vs GLDM
+225.0%
-73.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.3% |
| 7D | -1.8% | +5.0% | -6.7% | -1.6% |
| 30D | +5.8% | -1.3% | +7.1% | +5.7% |
| 3M | +12.7% | -4.7% | +17.4% | +12.5% |
| 6M | +14.8% | -12.4% | +27.1% | +14.8% |
| YTD | +37.8% | -4.1% | +41.9% | +37.1% |
| 1Y | +39.5% | +3.3% | +36.1% | +38.5% |
| 3Y | +136.1% | +110.9% | +25.1% | +127.0% |
| 5Y | +148.5% | +124.8% | +23.7% | +137.2% |
| All | +151.3% | +225.0% | -73.8% | +155.4% |
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 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