+1,394.1%
MU vs GLDM
+219.0%
+1,175.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.7% | -10.7% | -8.5% |
| 7D | -19.1% | -0.3% | -18.8% | -19.1% |
| 30D | -25.2% | -1.9% | -23.4% | -24.7% |
| 3M | -10.9% | -0.4% | -10.5% | -10.8% |
| 6M | +38.0% | -10.1% | +48.1% | +43.7% |
| YTD | +178.8% | -5.8% | +184.7% | +188.8% |
| 1Y | +265.1% | +3.1% | +262.0% | +269.5% |
| 3Y | +1,006.2% | +103.4% | +902.8% | +869.7% |
| 5Y | +1,027.5% | +125.5% | +902.0% | +853.4% |
| All | +1,394.1% | +219.0% | +1,175.1% | +1,131.3% |
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