+225.5%
MRK vs GLDM
+219.1%
+6.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -1.9% | +4.7% | -6.5% | -2.1% |
| 30D | +2.8% | -0.9% | +3.6% | +2.8% |
| 3M | +15.0% | -4.3% | +19.3% | +15.3% |
| 6M | +30.9% | -13.4% | +44.3% | +31.8% |
| YTD | +42.3% | -5.8% | +48.1% | +42.6% |
| 1Y | +76.1% | +2.1% | +74.0% | +76.2% |
| 3Y | +54.1% | +105.0% | -50.9% | +48.5% |
| 5Y | +109.5% | +122.5% | -13.0% | +100.2% |
| All | +225.5% | +219.1% | +6.4% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling