+131.3%
MRK vs GLDM
+143.3%
-12.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | +1.3% | -0.5% | +1.9% | +1.4% |
| 30D | +17.1% | +4.4% | +12.7% | +17.1% |
| 3M | +25.9% | -1.1% | +27.0% | +25.9% |
| 6M | +26.8% | -13.7% | +40.5% | +26.9% |
| YTD | +44.9% | +2.8% | +42.1% | +44.9% |
| 1Y | +84.8% | +24.8% | +60.0% | +85.2% |
| 3Y | +50.1% | +127.8% | -77.7% | +48.2% |
| All | +131.3% | +143.3% | -12.0% | +129.7% |
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 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