+237.4%
MP vs GLDM
+131.6%
+105.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.9% | -6.6% |
| 7D | -19.0% | +1.9% | -20.9% | -20.2% |
| 30D | -30.5% | -1.7% | -28.8% | -29.6% |
| 3M | -29.6% | -3.5% | -26.0% | -27.7% |
| 6M | -50.4% | -10.1% | -40.4% | -46.6% |
| YTD | -33.2% | -5.0% | -28.2% | -30.6% |
| 1Y | -38.6% | +2.8% | -41.4% | -39.4% |
| 3Y | +105.5% | +105.1% | +0.4% | +29.0% |
| 5Y | -7.8% | +124.3% | -132.1% | -46.9% |
| All | +237.4% | +131.6% | +105.8% | +39.8% |
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 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