-3.1%
MP vs GLDM
+125.5%
-128.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.7% | -8.8% | -7.9% |
| 7D | -12.5% | -0.3% | -12.3% | -12.5% |
| 30D | -23.3% | -1.9% | -21.5% | -22.2% |
| 3M | -24.4% | -0.4% | -24.0% | -24.1% |
| 6M | -45.8% | -10.1% | -35.7% | -41.2% |
| YTD | -28.9% | -5.8% | -23.1% | -25.7% |
| 1Y | -34.6% | +3.1% | -37.7% | -36.0% |
| 3Y | +118.7% | +103.4% | +15.3% | +26.6% |
| 5Y | -3.1% | +125.5% | -128.6% | -51.8% |
| All | -3.1% | +125.5% | -128.6% | -51.8% |
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 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