+6.3%
MSCI vs GLDM
+126.2%
-119.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -2.8% |
| 7D | +6.0% | +1.9% | +4.2% | +5.9% |
| 30D | +18.2% | -1.7% | +19.9% | +18.3% |
| 3M | +15.1% | -3.5% | +18.6% | +15.3% |
| 6M | +13.7% | -10.1% | +23.8% | +14.6% |
| YTD | +15.6% | -5.0% | +20.6% | +14.9% |
| 1Y | +16.3% | +2.8% | +13.6% | +14.2% |
| 3Y | +36.9% | +105.1% | -68.2% | +10.4% |
| 5Y | +6.3% | +124.3% | -118.0% | -27.3% |
| All | +6.3% | +126.2% | -119.9% | -27.3% |
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