+816.6%
GLD vs M
+57.6%
+758.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.8% |
| 7D | -0.5% | +4.7% | -5.2% | -0.4% |
| 30D | +4.4% | -9.6% | +14.0% | +4.2% |
| 3M | -1.1% | +0.9% | -1.9% | -1.1% |
| 6M | -13.8% | +22.3% | -36.1% | -13.4% |
| YTD | +2.6% | +6.5% | -3.9% | +2.8% |
| 1Y | +24.5% | +38.8% | -14.3% | +25.4% |
| 3Y | +125.8% | +115.9% | +9.9% | +130.4% |
| 5Y | +137.8% | +28.6% | +109.2% | +141.9% |
| 10Y | +221.4% | -2.5% | +223.9% | +231.0% |
| All | +816.6% | +57.6% | +758.9% | +885.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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