+58.1%
MP vs GLDM
+143.3%
-85.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.1% |
| 7D | -2.9% | -0.5% | -2.3% | -2.5% |
| 30D | +13.8% | +4.4% | +9.4% | +10.2% |
| 3M | -16.7% | -1.1% | -15.6% | -15.9% |
| 6M | -11.5% | -13.7% | +2.2% | -1.3% |
| YTD | +7.9% | +2.8% | +5.2% | +5.5% |
| 1Y | -15.0% | +24.8% | -39.9% | -26.6% |
| 3Y | +153.5% | +127.8% | +25.7% | +33.8% |
| All | +58.1% | +143.3% | -85.1% | -27.2% |
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 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