+97.0%
MSFU vs GLDM
+140.3%
-43.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.6% |
| 7D | +1.0% | +1.9% | -0.9% | +0.6% |
| 30D | +0.6% | -1.7% | +2.3% | +1.0% |
| 3M | +16.4% | -3.5% | +19.9% | +17.1% |
| 6M | +53.0% | -10.1% | +63.1% | +56.0% |
| YTD | +3.5% | -5.0% | +8.5% | +3.7% |
| 1Y | -7.8% | +2.8% | -10.6% | -9.3% |
| 3Y | +35.6% | +105.1% | -69.5% | -4.3% |
| All | +97.0% | +140.3% | -43.3% | +12.2% |
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