+152.3%
MO vs GLDM
+219.1%
-66.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -2.4% | +4.7% | -7.1% | -2.3% |
| 30D | +9.7% | -0.9% | +10.6% | +9.7% |
| 3M | +14.1% | -4.3% | +18.5% | +14.0% |
| 6M | +11.9% | -13.4% | +25.3% | +11.8% |
| YTD | +38.4% | -5.8% | +44.2% | +37.6% |
| 1Y | +41.9% | +2.1% | +39.8% | +40.8% |
| 3Y | +134.5% | +105.0% | +29.5% | +125.5% |
| 5Y | +147.3% | +122.5% | +24.8% | +135.9% |
| All | +152.3% | +219.1% | -66.8% | +156.2% |
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