+208.4%
GLD vs MAR
+528.1%
-319.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.3% | -2.7% |
| 7D | +2.8% | +2.9% | 0.0% | +2.8% |
| 30D | -4.0% | +17.0% | -21.0% | -3.9% |
| 3M | -8.2% | +23.2% | -31.4% | -8.2% |
| 6M | -14.8% | +21.7% | -36.6% | -14.8% |
| YTD | -6.8% | +38.9% | -45.7% | -6.6% |
| 1Y | -2.4% | +48.7% | -51.0% | -2.1% |
| 3Y | +105.8% | +122.9% | -17.1% | +107.1% |
| 5Y | +113.3% | +177.5% | -64.2% | +115.3% |
| 10Y | +208.4% | +537.5% | -329.1% | +219.1% |
| All | +208.4% | +528.1% | -319.7% | +219.1% |
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