+227.8%
MRK vs GLDM
+204.4%
+23.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +0.7% | -4.6% | +5.3% | +1.0% |
| 30D | +0.3% | -5.5% | +5.7% | +0.6% |
| 3M | +9.7% | -10.9% | +20.5% | +10.4% |
| 6M | +32.0% | -17.3% | +49.3% | +33.2% |
| YTD | +43.3% | -10.2% | +53.4% | +44.0% |
| 1Y | +63.7% | -6.9% | +70.6% | +64.3% |
| 3Y | +58.0% | +98.7% | -40.6% | +52.5% |
| 5Y | +105.0% | +106.7% | -1.8% | +96.8% |
| All | +227.8% | +204.4% | +23.5% | +240.5% |
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