+1,138.0%
MUU vs GLDM
+57.9%
+1,080.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +1.9% | +10.6% | +10.3% |
| 7D | -27.2% | +5.0% | -32.1% | -32.2% |
| 30D | -54.0% | -1.3% | -52.7% | -53.4% |
| 3M | -41.4% | -4.7% | -36.7% | -38.1% |
| 6M | -42.5% | -12.4% | -30.1% | -33.0% |
| YTD | +211.2% | -4.1% | +215.2% | +252.1% |
| 1Y | +313.4% | +3.3% | +310.0% | +339.2% |
| All | +1,138.0% | +57.9% | +1,080.1% | +683.2% |
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 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