+206.1%
GLD vs MAR
+529.3%
-323.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -4.6% | +1.6% | -6.2% | -4.6% |
| 30D | -5.5% | +13.8% | -19.3% | -5.4% |
| 3M | -10.9% | +20.3% | -31.2% | -10.9% |
| 6M | -17.4% | +21.3% | -38.8% | -17.4% |
| YTD | -10.3% | +37.2% | -47.5% | -10.1% |
| 1Y | -7.2% | +48.4% | -55.6% | -6.9% |
| 3Y | +96.9% | +120.1% | -23.2% | +98.1% |
| 5Y | +103.8% | +182.1% | -78.3% | +105.6% |
| All | +206.1% | +529.3% | -323.1% | +212.5% |
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