+210.7%
MTZ vs GLDM
+221.7%
-10.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.4% |
| 7D | -10.6% | +1.9% | -12.5% | -11.1% |
| 30D | -30.4% | -1.7% | -28.7% | -30.1% |
| 3M | -40.4% | -3.5% | -36.9% | -40.0% |
| 6M | -63.7% | -10.1% | -53.6% | -62.9% |
| YTD | -26.9% | -5.0% | -21.8% | -26.3% |
| 1Y | -20.2% | +2.8% | -22.9% | -20.6% |
| 3Y | +208.1% | +105.1% | +103.0% | +168.5% |
| 5Y | +69.4% | +124.3% | -54.9% | +43.5% |
| All | +210.7% | +221.7% | -10.9% | +177.5% |
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