+389.0%
MS vs GLDM
+219.1%
+169.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -1.6% | +4.7% | -6.2% | -1.9% |
| 30D | -3.8% | -0.9% | -2.9% | -3.7% |
| 3M | -14.6% | -4.3% | -10.3% | -14.4% |
| 6M | -5.1% | -13.4% | +8.3% | -4.7% |
| YTD | +4.5% | -5.8% | +10.3% | +5.0% |
| 1Y | +13.5% | +2.1% | +11.5% | +14.2% |
| 3Y | +160.4% | +105.0% | +55.4% | +165.7% |
| 5Y | +112.9% | +122.5% | -9.6% | +115.4% |
| All | +389.0% | +219.1% | +169.9% | +440.9% |
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