+816.6%
GLD vs MAR
+1,483.3%
-666.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | -4.2% | +3.6% | -0.5% |
| 30D | +4.4% | -6.7% | +11.1% | +4.4% |
| 3M | -1.1% | -12.5% | +11.4% | -1.2% |
| 6M | -13.8% | +0.6% | -14.4% | -13.8% |
| YTD | +2.6% | +9.1% | -6.5% | +2.7% |
| 1Y | +24.5% | +26.2% | -1.7% | +24.8% |
| 3Y | +125.8% | +68.2% | +57.7% | +126.8% |
| 5Y | +137.8% | +163.9% | -26.1% | +139.8% |
| 10Y | +221.4% | +420.6% | -199.2% | +225.6% |
| All | +816.6% | +1,483.3% | -666.8% | +830.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling