+1,133.3%
MU vs GLDM
+221.7%
+911.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.8% | -18.3% | -17.8% |
| 7D | -29.7% | +1.9% | -31.6% | -30.4% |
| 30D | -37.2% | -1.7% | -35.5% | -36.8% |
| 3M | -26.5% | -3.5% | -23.0% | -25.5% |
| 6M | +2.6% | -10.1% | +12.6% | +6.6% |
| YTD | +130.1% | -5.0% | +135.2% | +137.4% |
| 1Y | +176.7% | +2.8% | +173.9% | +179.6% |
| 3Y | +813.1% | +105.1% | +708.0% | +697.2% |
| 5Y | +822.0% | +124.3% | +697.7% | +678.7% |
| All | +1,133.3% | +221.7% | +911.6% | +912.2% |
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