+89.2%
MRVL vs GLDM
+126.2%
-37.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.8% | -17.3% | -16.8% |
| 7D | -38.8% | +1.9% | -40.7% | -39.5% |
| 30D | -53.5% | -1.7% | -51.8% | -53.0% |
| 3M | -36.7% | -3.5% | -33.2% | -35.3% |
| 6M | -20.8% | -10.1% | -10.8% | -16.7% |
| YTD | +57.4% | -5.0% | +62.5% | +63.3% |
| 1Y | +44.0% | +2.8% | +41.2% | +46.0% |
| 3Y | +162.2% | +105.1% | +57.1% | +97.9% |
| 5Y | +89.2% | +124.3% | -35.1% | +25.5% |
| All | +89.2% | +126.2% | -37.0% | +25.5% |
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