+96.6%
GLD vs MCO
+51.5%
+45.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | -5.5% | -1.7% | -3.8% | -5.4% |
| 30D | -7.0% | +9.1% | -16.2% | -7.4% |
| 3M | -12.4% | +6.2% | -18.6% | -12.6% |
| 6M | -18.0% | +12.6% | -30.7% | -18.4% |
| YTD | -10.5% | -0.2% | -10.3% | -11.0% |
| 1Y | -8.1% | +4.1% | -12.2% | -8.8% |
| All | +96.6% | +51.5% | +45.2% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling