+69.4%
MTZ vs GLDM
+126.2%
-56.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.4% |
| 7D | -10.6% | +1.9% | -12.5% | -11.3% |
| 30D | -30.4% | -1.7% | -28.7% | -30.1% |
| 3M | -40.4% | -3.5% | -36.9% | -39.8% |
| 6M | -63.7% | -10.1% | -53.6% | -62.6% |
| YTD | -26.9% | -5.0% | -21.8% | -26.4% |
| 1Y | -20.2% | +2.8% | -22.9% | -21.4% |
| 3Y | +208.1% | +105.1% | +103.0% | +135.5% |
| 5Y | +69.4% | +124.3% | -54.9% | +17.8% |
| All | +69.4% | +126.2% | -56.8% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling