+2.8%
GLD vs MCK
+31.3%
-28.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +3.9% |
| 7D | -0.3% | +11.3% | -11.6% | +0.2% |
| 30D | -1.9% | +16.8% | -18.7% | -1.1% |
| 3M | -0.4% | +28.9% | -29.4% | +1.1% |
| 6M | -10.2% | +32.7% | -42.8% | -8.2% |
| YTD | -6.0% | +30.8% | -36.8% | -1.6% |
| 1Y | +2.8% | +27.6% | -24.8% | +7.6% |
| All | +2.8% | +31.3% | -28.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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