+212.2%
GLD vs MAR
+540.7%
-328.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -1.3% | +14.0% | -15.3% | -1.3% |
| 3M | -4.8% | +18.1% | -22.9% | -4.7% |
| 6M | -12.5% | +18.6% | -31.1% | -12.4% |
| YTD | -4.2% | +35.3% | -39.5% | -4.0% |
| 1Y | +3.0% | +44.5% | -41.4% | +3.3% |
| 3Y | +109.1% | +120.7% | -11.6% | +110.5% |
| 5Y | +121.6% | +164.1% | -42.5% | +123.4% |
| 10Y | +212.2% | +515.5% | -303.3% | +219.6% |
| All | +212.2% | +540.7% | -328.5% | +219.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling