+830.5%
MPWR vs GLDM
+219.1%
+611.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.6% |
| 7D | -1.7% | +4.7% | -6.4% | -3.9% |
| 30D | -16.5% | -0.9% | -15.7% | -16.2% |
| 3M | -12.3% | -4.3% | -8.0% | -10.6% |
| 6M | -27.7% | -13.4% | -14.3% | -23.2% |
| YTD | +32.0% | -5.8% | +37.8% | +35.7% |
| 1Y | +25.1% | +2.1% | +23.0% | +24.8% |
| 3Y | +146.5% | +105.0% | +41.5% | +90.5% |
| 5Y | +126.0% | +122.5% | +3.6% | +66.2% |
| All | +830.5% | +219.1% | +611.4% | +608.1% |
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