+644.3%
MRVL vs GLDM
+219.1%
+425.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.1% |
| 7D | -28.1% | +4.7% | -32.8% | -29.8% |
| 30D | -50.4% | -0.9% | -49.5% | -50.2% |
| 3M | -32.9% | -4.3% | -28.6% | -31.3% |
| 6M | -17.9% | -13.4% | -4.5% | -12.8% |
| YTD | +66.4% | -5.8% | +72.2% | +72.2% |
| 1Y | +51.5% | +2.1% | +49.5% | +53.0% |
| 3Y | +177.9% | +105.0% | +72.9% | +115.2% |
| 5Y | +100.0% | +122.5% | -22.5% | +47.0% |
| All | +644.3% | +219.1% | +425.2% | +452.1% |
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