+739.4%
GLD vs MAR
+1,859.6%
-1,120.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | +4.3% | +0.4% | +4.7% |
| 30D | -0.9% | +16.8% | -17.7% | -0.8% |
| 3M | -4.4% | +16.0% | -20.4% | -4.3% |
| 6M | -13.6% | +16.5% | -30.0% | -13.5% |
| YTD | -6.0% | +35.0% | -41.0% | -5.8% |
| 1Y | +1.8% | +49.4% | -47.6% | +2.0% |
| 3Y | +103.2% | +124.1% | -20.9% | +104.4% |
| 5Y | +119.3% | +159.2% | -39.8% | +120.9% |
| 10Y | +199.5% | +553.9% | -354.4% | +203.8% |
| All | +739.4% | +1,859.6% | -1,120.2% | +752.6% |
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 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