+2.8%
GLD vs MAS
+40.8%
-38.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +2.9% |
| 7D | -0.3% | +14.2% | -14.4% | -2.0% |
| 30D | -1.9% | +26.8% | -28.7% | -5.0% |
| 3M | -0.4% | +13.1% | -13.6% | -2.3% |
| 6M | -10.2% | +27.9% | -38.1% | -13.8% |
| YTD | -6.0% | +38.7% | -44.7% | -12.8% |
| 1Y | +2.8% | +40.4% | -37.6% | -4.7% |
| All | +2.8% | +40.8% | -38.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling