+206.1%
GLD vs MCO
+453.0%
-246.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | -5.5% | +9.8% | -15.3% | -5.9% |
| 3M | -10.9% | +4.3% | -15.2% | -11.1% |
| 6M | -17.4% | +16.5% | -33.9% | -18.1% |
| YTD | -10.3% | +0.1% | -10.5% | -10.6% |
| 1Y | -7.2% | +4.4% | -11.6% | -7.6% |
| 3Y | +96.9% | +51.6% | +45.3% | +90.8% |
| 5Y | +103.8% | +36.7% | +67.1% | +96.7% |
| All | +206.1% | +453.0% | -246.9% | +190.6% |
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