+156.5%
MO vs GLDM
+212.7%
-56.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.3% |
| 7D | -0.8% | -2.0% | +1.2% | -0.9% |
| 30D | +8.0% | -4.4% | +12.4% | +7.8% |
| 3M | +20.9% | -8.8% | +29.8% | +20.5% |
| 6M | +16.3% | -15.9% | +32.2% | +16.2% |
| YTD | +40.7% | -7.7% | +48.4% | +39.8% |
| 1Y | +41.5% | -3.6% | +45.1% | +40.4% |
| 3Y | +141.5% | +105.2% | +36.3% | +131.8% |
| 5Y | +153.1% | +112.8% | +40.3% | +141.2% |
| All | +156.5% | +212.7% | -56.2% | +160.3% |
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