+127.7%
MS vs GLDM
+125.5%
+2.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.6% | +3.7% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | +2.6% | -1.9% | +4.5% | +2.8% |
| 3M | -10.1% | -0.4% | -9.7% | -10.0% |
| 6M | +4.4% | -10.1% | +14.4% | +5.3% |
| YTD | +11.7% | -5.8% | +17.6% | +12.3% |
| 1Y | +20.9% | +3.1% | +17.8% | +21.1% |
| 3Y | +177.1% | +103.4% | +73.8% | +165.4% |
| 5Y | +127.7% | +125.5% | +2.2% | +106.7% |
| All | +127.7% | +125.5% | +2.2% | +106.7% |
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