+148.0%
MO vs GLDM
+121.8%
+26.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -2.4% | +4.7% | -7.1% | -2.2% |
| 30D | +9.7% | -0.9% | +10.6% | +9.7% |
| 3M | +14.1% | -4.3% | +18.5% | +13.9% |
| 6M | +11.9% | -13.4% | +25.3% | +11.9% |
| YTD | +38.4% | -5.8% | +44.2% | +37.1% |
| 1Y | +41.9% | +2.1% | +39.8% | +40.0% |
| 3Y | +134.5% | +105.0% | +29.5% | +113.6% |
| All | +148.0% | +121.8% | +26.2% | +117.6% |
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