+445.3%
MP vs GLDM
+150.7%
+294.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.0% |
| 7D | -2.9% | -0.5% | -2.3% | -2.5% |
| 30D | +13.8% | +4.4% | +9.4% | +10.5% |
| 3M | -16.7% | -1.1% | -15.6% | -16.0% |
| 6M | -11.5% | -13.7% | +2.2% | -2.1% |
| YTD | +7.9% | +2.8% | +5.2% | +6.2% |
| 1Y | -15.0% | +24.8% | -39.9% | -25.2% |
| 3Y | +153.5% | +127.8% | +25.7% | +48.1% |
| 5Y | +58.7% | +141.1% | -82.5% | -13.3% |
| All | +445.3% | +150.7% | +294.6% | +113.8% |
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