+205.6%
GLD vs MA
+558.8%
-353.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | -0.5% | -5.0% | -5.5% |
| 30D | -7.0% | +7.9% | -14.9% | -7.1% |
| 3M | -12.4% | +16.8% | -29.1% | -12.5% |
| 6M | -18.0% | +31.0% | -49.0% | -18.4% |
| YTD | -10.5% | +15.0% | -25.5% | -10.6% |
| 1Y | -8.1% | +17.0% | -25.1% | -8.2% |
| 3Y | +97.7% | +68.5% | +29.2% | +95.2% |
| 5Y | +103.4% | +85.0% | +18.5% | +99.9% |
| All | +205.6% | +558.8% | -353.2% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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