+95.0%
MSFU vs GLDM
+136.4%
-41.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.6% |
| 7D | +4.0% | +2.9% | +1.2% | +3.4% |
| 30D | -2.3% | -3.9% | +1.6% | -1.4% |
| 3M | +7.1% | -8.1% | +15.2% | +9.1% |
| 6M | +48.9% | -14.7% | +63.6% | +53.5% |
| YTD | +2.4% | -6.6% | +9.0% | +3.2% |
| 1Y | -8.1% | -2.1% | -6.0% | -8.4% |
| 3Y | +25.2% | +107.7% | -82.5% | -12.8% |
| All | +95.0% | +136.4% | -41.4% | +11.6% |
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