+213.1%
GLD vs MCO
+385.7%
-172.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -3.4% | -7.3% | +3.9% | -3.0% |
| 30D | -1.1% | -1.7% | +0.6% | -1.1% |
| 3M | +5.8% | +3.9% | +1.9% | +5.6% |
| 6M | -17.1% | +3.8% | -20.9% | -17.3% |
| YTD | 0.0% | -7.9% | +7.9% | +0.2% |
| 1Y | +18.2% | -6.8% | +25.1% | +18.3% |
| 3Y | +122.6% | +40.9% | +81.6% | +116.5% |
| 5Y | +137.1% | +27.5% | +109.6% | +129.8% |
| All | +213.1% | +385.7% | -172.6% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling