+27.2%
MRSH vs GLDM
+143.3%
-116.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.5% |
| 7D | -3.6% | -0.5% | -3.0% | -3.6% |
| 30D | -3.0% | +4.4% | -7.4% | -2.8% |
| 3M | +15.8% | -1.1% | +16.9% | +16.0% |
| 6M | +1.6% | -13.7% | +15.2% | +1.8% |
| YTD | +1.7% | +2.8% | -1.0% | +1.2% |
| 1Y | -8.0% | +24.8% | -32.9% | -9.9% |
| 3Y | -0.3% | +127.8% | -128.1% | -8.7% |
| All | +27.2% | +143.3% | -116.1% | +10.0% |
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