+103.9%
MRK vs GLDM
+107.5%
-3.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | 0.0% |
| 7D | 0.0% | -5.5% | +5.5% | +0.3% |
| 30D | +3.5% | -7.0% | +10.5% | +3.9% |
| 3M | +11.2% | -12.3% | +23.5% | +11.9% |
| 6M | +32.5% | -17.9% | +50.4% | +33.6% |
| YTD | +42.5% | -10.3% | +52.8% | +43.3% |
| 1Y | +65.4% | -7.8% | +73.2% | +66.4% |
| 3Y | +58.8% | +99.5% | -40.7% | +55.7% |
| 5Y | +103.9% | +106.5% | -2.6% | +93.4% |
| All | +103.9% | +107.5% | -3.6% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling