+96.6%
MPC vs GLDM
+1.8%
+94.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.3% |
| 7D | -16.2% | +4.7% | -20.8% | -15.9% |
| 30D | -15.7% | -0.9% | -14.9% | -15.5% |
| 3M | +24.9% | -4.3% | +29.2% | +24.9% |
| 6M | +52.7% | -13.4% | +66.0% | +53.5% |
| YTD | +131.9% | -5.8% | +137.7% | +123.4% |
| 1Y | +96.6% | +2.1% | +94.6% | +85.3% |
| All | +96.6% | +1.8% | +94.9% | +85.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling