+226.5%
MRK vs GLDM
+212.7%
+13.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.1% | -2.0% | -0.2% | -2.0% |
| 30D | +1.2% | -4.4% | +5.6% | +1.4% |
| 3M | +13.5% | -8.8% | +22.4% | +14.1% |
| 6M | +34.0% | -15.9% | +49.9% | +35.1% |
| YTD | +42.7% | -7.7% | +50.4% | +43.2% |
| 1Y | +66.6% | -3.6% | +70.2% | +67.0% |
| 3Y | +59.1% | +105.2% | -46.2% | +53.3% |
| 5Y | +104.1% | +112.8% | -8.6% | +95.6% |
| All | +226.5% | +212.7% | +13.8% | +238.7% |
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