+1,106.1%
MUU vs GLDM
+53.8%
+1,052.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | +0.1% | +0.5% |
| 7D | -32.5% | +2.9% | -35.3% | -35.6% |
| 30D | -55.2% | -3.9% | -51.3% | -53.1% |
| 3M | -40.7% | -8.1% | -32.6% | -34.5% |
| 6M | -43.9% | -14.7% | -29.2% | -32.6% |
| YTD | +203.2% | -6.6% | +209.7% | +253.9% |
| 1Y | +257.0% | -2.1% | +259.1% | +298.5% |
| All | +1,106.1% | +53.8% | +1,052.3% | +687.3% |
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 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