+714.9%
MRVL vs GLDM
+225.0%
+489.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +8.7% |
| 7D | -9.8% | +5.0% | -14.8% | -11.9% |
| 30D | -43.8% | -1.3% | -42.5% | -43.5% |
| 3M | -29.3% | -4.7% | -24.6% | -27.5% |
| 6M | -9.1% | -12.4% | +3.3% | -3.9% |
| YTD | +82.2% | -4.1% | +86.3% | +87.1% |
| 1Y | +70.3% | +3.3% | +67.0% | +71.0% |
| 3Y | +197.0% | +110.9% | +86.1% | +127.5% |
| 5Y | +115.8% | +124.8% | -9.0% | +57.7% |
| All | +714.9% | +225.0% | +489.9% | +499.8% |
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