+227.4%
MRK vs GLDM
+242.2%
-14.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -0.9% | +0.7% | -1.7% | -1.0% |
| 30D | +15.5% | +0.3% | +15.1% | +15.5% |
| 3M | +25.1% | +0.7% | +24.4% | +25.1% |
| 6M | +30.1% | -15.4% | +45.5% | +30.8% |
| YTD | +43.1% | +1.0% | +42.1% | +42.9% |
| 1Y | +82.5% | +19.7% | +62.7% | +81.2% |
| 3Y | +49.3% | +126.5% | -77.2% | +43.1% |
| 5Y | +130.3% | +142.5% | -12.2% | +119.0% |
| All | +227.4% | +242.2% | -14.7% | +238.0% |
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 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