+20.8%
MSFU vs GLDM
+105.4%
-84.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.5% |
| 7D | -12.7% | -2.0% | -10.7% | -12.3% |
| 30D | -9.0% | -4.4% | -4.6% | -8.2% |
| 3M | +2.9% | -8.8% | +11.8% | +4.4% |
| 6M | +43.5% | -15.9% | +59.4% | +46.4% |
| YTD | -2.4% | -7.7% | +5.3% | -0.8% |
| 1Y | -13.5% | -3.6% | -9.9% | -12.3% |
| All | +20.8% | +105.4% | -84.6% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling