+112.7%
MSFU vs GLDM
+138.3%
-25.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.7% | +9.8% | +12.5% |
| 7D | +8.2% | -0.3% | +8.4% | +8.2% |
| 30D | +10.2% | -1.9% | +12.1% | +10.7% |
| 3M | +22.9% | -0.4% | +23.3% | +22.7% |
| 6M | +63.2% | -10.1% | +73.3% | +66.5% |
| YTD | +11.7% | -5.8% | +17.6% | +12.3% |
| 1Y | -3.5% | +3.1% | -6.6% | -5.0% |
| 3Y | +46.4% | +103.4% | -57.0% | +3.6% |
| All | +112.7% | +138.3% | -25.6% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling