+363.7%
MTZ vs GLDM
+248.1%
+115.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -1.6% | -0.5% | -1.0% | -1.5% |
| 30D | -11.1% | +4.4% | -15.5% | -12.0% |
| 3M | -36.7% | -1.1% | -35.6% | -36.7% |
| 6M | -21.9% | -13.7% | -8.3% | -20.1% |
| YTD | +9.1% | +2.8% | +6.4% | +8.1% |
| 1Y | +30.0% | +24.8% | +5.1% | +24.4% |
| 3Y | +138.5% | +127.8% | +10.6% | +103.6% |
| 5Y | +158.3% | +141.1% | +17.2% | +115.1% |
| All | +363.7% | +248.1% | +115.6% | +306.8% |
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 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