-5.8%
MSFU vs GLDM
+1.8%
-7.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +2.5% | +4.7% | -2.2% | +1.2% |
| 30D | -1.3% | -0.9% | -0.4% | -1.1% |
| 3M | +8.6% | -4.3% | +13.0% | +9.4% |
| 6M | +48.4% | -13.4% | +61.8% | +51.4% |
| YTD | +1.6% | -5.8% | +7.4% | +2.2% |
| 1Y | -5.8% | +2.1% | -7.8% | -10.9% |
| All | -5.8% | +1.8% | -7.5% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling