+855.4%
MU vs GLDM
+104.2%
+751.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.6% |
| 7D | -22.0% | +4.7% | -26.7% | -24.4% |
| 30D | -36.6% | -0.9% | -35.7% | -36.3% |
| 3M | -21.7% | -4.3% | -17.4% | -19.9% |
| 6M | +3.5% | -13.4% | +16.9% | +11.4% |
| YTD | +141.9% | -5.8% | +147.7% | +153.3% |
| 1Y | +189.8% | +2.1% | +187.8% | +192.7% |
| 3Y | +855.4% | +105.0% | +750.4% | +597.9% |
| All | +855.4% | +104.2% | +751.2% | +597.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling