+855.2%
MPWR vs GLDM
+248.1%
+607.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -2.6% | -0.5% | -2.0% | -2.4% |
| 30D | -9.0% | +4.4% | -13.4% | -10.7% |
| 3M | -25.8% | -1.1% | -24.8% | -25.5% |
| 6M | +11.8% | -13.7% | +25.4% | +18.0% |
| YTD | +35.5% | +2.8% | +32.7% | +34.1% |
| 1Y | +45.3% | +24.8% | +20.5% | +34.0% |
| 3Y | +138.5% | +127.8% | +10.6% | +76.3% |
| 5Y | +152.8% | +141.1% | +11.6% | +79.3% |
| All | +855.2% | +248.1% | +607.0% | +600.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling