+784.4%
MPWR vs GLDM
+221.7%
+562.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.8% | -11.1% | -10.7% |
| 7D | -5.6% | +1.9% | -7.5% | -6.6% |
| 30D | -23.2% | -1.7% | -21.5% | -22.7% |
| 3M | -15.8% | -3.5% | -12.2% | -14.4% |
| 6M | -28.5% | -10.1% | -18.5% | -25.2% |
| YTD | +25.5% | -5.0% | +30.5% | +28.5% |
| 1Y | +13.9% | +2.8% | +11.1% | +13.3% |
| 3Y | +134.6% | +105.1% | +29.5% | +81.1% |
| 5Y | +114.8% | +124.3% | -9.5% | +57.5% |
| All | +784.4% | +221.7% | +562.7% | +570.8% |
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