+586.5%
MPC vs GLDM
+221.7%
+364.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.8% | -3.9% |
| 7D | -12.8% | +1.9% | -14.6% | -12.8% |
| 30D | -12.7% | -1.7% | -11.0% | -12.6% |
| 3M | +27.1% | -3.5% | +30.6% | +27.3% |
| 6M | +45.8% | -10.1% | +55.9% | +46.8% |
| YTD | +134.7% | -5.0% | +139.8% | +134.3% |
| 1Y | +106.0% | +2.8% | +103.3% | +104.1% |
| 3Y | +165.5% | +105.1% | +60.4% | +145.7% |
| 5Y | +540.9% | +124.3% | +416.6% | +484.0% |
| All | +586.5% | +221.7% | +364.9% | +594.1% |
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