+34.3%
MRSH vs GLDM
+125.6%
-91.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -0.5% | +5.0% | -5.5% | -0.3% |
| 30D | +16.3% | -1.3% | +17.6% | +16.2% |
| 3M | +7.3% | -4.7% | +12.0% | +7.1% |
| 6M | +26.6% | -12.4% | +39.0% | +26.4% |
| YTD | +12.6% | -4.1% | +16.6% | +11.6% |
| 1Y | +16.0% | +3.3% | +12.6% | +14.5% |
| 3Y | +8.8% | +110.9% | -102.2% | -1.6% |
| 5Y | +34.3% | +124.8% | -90.5% | +11.6% |
| All | +34.3% | +125.6% | -91.4% | +11.6% |
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 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