+816.6%
GLD vs MCD
+1,424.4%
-607.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -0.5% | -2.8% | +2.3% | -0.5% |
| 30D | +4.4% | -6.0% | +10.4% | +4.4% |
| 3M | -1.1% | -5.6% | +4.5% | -1.1% |
| 6M | -13.8% | -21.9% | +8.1% | -13.6% |
| YTD | +2.6% | -14.7% | +17.3% | +2.8% |
| 1Y | +24.5% | -17.3% | +41.8% | +24.7% |
| 3Y | +125.8% | -2.2% | +128.0% | +126.0% |
| 5Y | +137.8% | +20.3% | +117.5% | +138.3% |
| 10Y | +221.4% | +180.7% | +40.7% | +229.0% |
| All | +816.6% | +1,424.4% | -607.9% | +868.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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