+608.8%
MPC vs GLDM
+216.5%
+392.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | 0.0% |
| 7D | -8.8% | +2.9% | -11.7% | -9.0% |
| 30D | -14.4% | -3.9% | -10.5% | -14.2% |
| 3M | +21.9% | -8.1% | +30.1% | +22.5% |
| 6M | +60.1% | -14.7% | +74.8% | +61.8% |
| YTD | +142.3% | -6.6% | +148.9% | +142.1% |
| 1Y | +101.7% | -2.1% | +103.8% | +100.5% |
| 3Y | +184.8% | +107.7% | +77.1% | +163.2% |
| 5Y | +564.6% | +116.5% | +448.1% | +505.9% |
| All | +608.8% | +216.5% | +392.3% | +617.1% |
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