+391.7%
MS vs GLDM
+221.7%
+170.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -6.0% |
| 7D | -3.4% | +1.9% | -5.3% | -3.5% |
| 30D | -3.9% | -1.7% | -2.2% | -3.8% |
| 3M | -15.9% | -3.5% | -12.4% | -15.7% |
| 6M | -2.5% | -10.1% | +7.6% | -2.2% |
| YTD | +5.1% | -5.0% | +10.1% | +5.5% |
| 1Y | +13.0% | +2.8% | +10.2% | +13.5% |
| 3Y | +160.7% | +105.1% | +55.6% | +165.7% |
| 5Y | +114.0% | +124.3% | -10.3% | +116.4% |
| All | +391.7% | +221.7% | +170.0% | +443.5% |
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 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