+240.4%
MTZ vs GLDM
+219.1%
+21.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.7% |
| 7D | -6.4% | +4.7% | -11.1% | -7.6% |
| 30D | -22.1% | -0.9% | -21.2% | -22.0% |
| 3M | -32.7% | -4.3% | -28.4% | -32.1% |
| 6M | -59.8% | -13.4% | -46.4% | -58.6% |
| YTD | -19.9% | -5.8% | -14.1% | -19.1% |
| 1Y | -11.5% | +2.1% | -13.5% | -11.8% |
| 3Y | +258.1% | +105.0% | +153.1% | +212.2% |
| 5Y | +85.5% | +122.5% | -37.0% | +57.5% |
| All | +240.4% | +219.1% | +21.3% | +204.5% |
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 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