+1,809.7%
MU vs GLDM
+248.1%
+1,561.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.4% |
| 7D | +9.0% | -0.5% | +9.5% | +9.2% |
| 30D | +13.8% | +4.4% | +9.4% | +11.8% |
| 3M | +2.1% | -1.1% | +3.1% | +2.3% |
| 6M | +153.8% | -13.7% | +167.5% | +164.2% |
| YTD | +256.4% | +2.8% | +253.6% | +256.3% |
| 1Y | +719.8% | +24.8% | +694.9% | +685.6% |
| 3Y | +1,360.4% | +127.8% | +1,232.6% | +1,131.1% |
| 5Y | +1,312.4% | +141.1% | +1,171.3% | +1,057.8% |
| All | +1,809.7% | +248.1% | +1,561.6% | +1,419.4% |
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