+176.7%
MU vs GLDM
+2.8%
+173.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.8% | -18.3% | -18.1% |
| 7D | -29.7% | +1.9% | -31.6% | -30.9% |
| 30D | -37.2% | -1.7% | -35.5% | -36.5% |
| 3M | -26.5% | -3.5% | -23.0% | -24.7% |
| 6M | +2.6% | -10.1% | +12.6% | +9.8% |
| YTD | +130.1% | -5.0% | +135.2% | +155.4% |
| 1Y | +176.7% | +2.8% | +173.9% | +164.5% |
| All | +176.7% | +2.8% | +173.9% | +164.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling