+103.4%
GLD vs MCO
+36.8%
+66.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.5% |
| 3M | -12.4% | +6.2% | -18.6% | -12.7% |
| 6M | -18.0% | +12.6% | -30.7% | -18.7% |
| YTD | -10.5% | -0.2% | -10.3% | -10.8% |
| 1Y | -8.1% | +4.1% | -12.2% | -8.7% |
| 3Y | +97.7% | +50.6% | +47.1% | +88.1% |
| 5Y | +103.4% | +36.2% | +67.2% | +88.9% |
| All | +103.4% | +36.8% | +66.7% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling