+127.7%
GLD vs MA
+42.6%
+85.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.9% |
| 7D | -0.5% | -2.7% | +2.2% | -0.6% |
| 30D | +4.4% | +1.5% | +2.9% | +4.5% |
| 3M | -1.1% | +20.4% | -21.5% | -0.5% |
| 6M | -13.8% | +11.1% | -24.9% | -13.4% |
| YTD | +2.6% | +2.0% | +0.7% | +3.3% |
| 1Y | +24.5% | -2.2% | +26.7% | +25.4% |
| All | +127.7% | +42.6% | +85.1% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling