+213.3%
GLD vs MAR
+411.9%
-198.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.7% |
| 7D | +0.7% | -1.7% | +2.5% | +0.7% |
| 30D | +0.3% | -6.9% | +7.2% | +0.3% |
| 3M | +0.6% | -15.8% | +16.4% | +0.5% |
| 6M | -15.6% | +1.9% | -17.5% | -15.5% |
| YTD | +0.9% | +6.6% | -5.7% | +1.0% |
| 1Y | +19.4% | +23.7% | -4.3% | +19.7% |
| 3Y | +124.5% | +64.6% | +59.9% | +125.6% |
| 5Y | +138.9% | +156.4% | -17.4% | +141.5% |
| 10Y | +213.3% | +415.4% | -202.1% | +213.3% |
| All | +213.3% | +411.9% | -198.6% | +213.3% |
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