+2.8%
GLD vs MAR
+62.0%
-59.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +3.4% |
| 7D | -0.3% | +7.7% | -8.0% | -1.2% |
| 30D | -1.9% | +19.4% | -21.2% | -3.9% |
| 3M | -0.4% | +23.3% | -23.8% | -2.9% |
| 6M | -10.2% | +22.8% | -33.0% | -12.1% |
| YTD | -6.0% | +37.8% | -43.8% | -8.6% |
| 1Y | +2.8% | +57.4% | -54.6% | -1.2% |
| All | +2.8% | +62.0% | -59.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling