+231.6%
MRK vs GLDM
+248.1%
-16.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.0% |
| 3M | +25.9% | -1.1% | +27.0% | +26.0% |
| 6M | +26.8% | -13.7% | +40.5% | +27.4% |
| YTD | +44.9% | +2.8% | +42.1% | +44.6% |
| 1Y | +84.8% | +24.8% | +60.0% | +83.3% |
| 3Y | +50.1% | +127.8% | -77.7% | +43.8% |
| 5Y | +127.4% | +141.1% | -13.7% | +116.5% |
| All | +231.6% | +248.1% | -16.6% | +241.9% |
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