+480.4%
GLD vs MA
+17,925.8%
-17,445.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | +1.9% | +3.2% | -1.3% | +1.8% |
| 30D | -1.8% | +15.9% | -17.7% | -1.9% |
| 3M | -3.6% | +15.2% | -18.8% | -3.8% |
| 6M | -10.2% | +32.4% | -42.6% | -10.5% |
| YTD | -5.3% | +15.6% | -20.9% | -5.4% |
| 1Y | +2.5% | +19.3% | -16.9% | +2.3% |
| 3Y | +103.2% | +73.0% | +30.2% | +101.7% |
| 5Y | +121.1% | +93.7% | +27.3% | +118.9% |
| 10Y | +201.9% | +575.0% | -373.1% | +195.3% |
| All | +480.4% | +17,925.8% | -17,445.4% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling