+1,000.7%
MUU vs GLDM
+55.1%
+945.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.8% | +10.0% | +10.1% |
| 7D | -42.8% | +4.7% | -47.4% | -46.8% |
| 30D | -63.6% | -0.9% | -62.8% | -63.4% |
| 3M | -48.5% | -4.3% | -44.2% | -46.0% |
| 6M | -36.9% | -13.4% | -23.5% | -25.4% |
| YTD | +176.7% | -5.8% | +182.5% | +219.3% |
| 1Y | +266.3% | +2.1% | +264.2% | +295.2% |
| All | +1,000.7% | +55.1% | +945.6% | +610.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling