+167.0%
MPC vs GLDM
+105.8%
+61.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.8% | -3.9% |
| 7D | -12.8% | +1.9% | -14.6% | -12.7% |
| 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% | +46.9% |
| YTD | +134.7% | -5.0% | +139.8% | +132.9% |
| 1Y | +106.0% | +2.8% | +103.3% | +102.1% |
| All | +167.0% | +105.8% | +61.2% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling