+154.3%
MRSH vs GLDM
+242.2%
-87.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | -3.8% | +0.7% | -4.5% | -3.8% |
| 30D | -5.8% | +0.3% | -6.1% | -5.8% |
| 3M | +11.7% | +0.7% | +11.0% | +11.7% |
| 6M | -0.3% | -15.4% | +15.1% | +0.6% |
| YTD | -1.1% | +1.0% | -2.1% | -2.0% |
| 1Y | -9.5% | +19.7% | -29.2% | -12.0% |
| 3Y | -2.6% | +126.5% | -129.1% | -13.6% |
| 5Y | +22.7% | +142.5% | -119.7% | +6.5% |
| All | +154.3% | +242.2% | -87.9% | +129.6% |
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