+124.7%
MO vs GLDM
+248.1%
-123.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +0.3% | -0.5% | +0.9% | +0.3% |
| 30D | +0.6% | +4.4% | -3.8% | +0.7% |
| 3M | -1.0% | -1.1% | +0.1% | -0.8% |
| 6M | +4.3% | -13.7% | +18.0% | +4.6% |
| YTD | +23.3% | +2.8% | +20.5% | +22.9% |
| 1Y | +10.5% | +24.8% | -14.4% | +9.4% |
| 3Y | +96.3% | +127.8% | -31.6% | +89.0% |
| 5Y | +98.9% | +141.1% | -42.3% | +90.4% |
| All | +124.7% | +248.1% | -123.4% | +128.8% |
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