+180.6%
MPC vs GLDM
+128.8%
+51.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +5.4% | -0.5% | +6.0% | +5.5% |
| 30D | +31.0% | +4.4% | +26.6% | +30.6% |
| 3M | +46.0% | -1.1% | +47.1% | +46.3% |
| 6M | +77.3% | -13.7% | +91.0% | +80.9% |
| YTD | +141.9% | +2.8% | +139.1% | +139.1% |
| 1Y | +120.9% | +24.8% | +96.1% | +112.7% |
| All | +180.6% | +128.8% | +51.9% | +136.1% |
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 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