+109.7%
GLD vs MA
+89.9%
+19.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | -4.4% | +11.0% | -15.5% | -4.5% |
| 3M | -8.9% | +17.9% | -26.8% | -9.1% |
| 6M | -16.0% | +33.2% | -49.1% | -16.2% |
| YTD | -7.9% | +16.5% | -24.3% | -7.8% |
| 1Y | -3.9% | +19.1% | -23.0% | -3.9% |
| 3Y | +103.4% | +70.6% | +32.9% | +99.3% |
| 5Y | +109.7% | +92.1% | +17.6% | +103.3% |
| All | +109.7% | +89.9% | +19.8% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling