+104.8%
GLD vs MA
+72.5%
+32.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | +1.9% | +3.2% | -1.3% | +2.0% |
| 30D | -1.8% | +15.9% | -17.7% | -1.4% |
| 3M | -3.6% | +15.2% | -18.8% | -3.2% |
| 6M | -10.2% | +32.4% | -42.6% | -9.5% |
| YTD | -5.3% | +15.6% | -20.9% | -4.3% |
| 1Y | +2.5% | +19.3% | -16.9% | +3.4% |
| All | +104.8% | +72.5% | +32.3% | +93.0% |
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