+140.0%
GLD vs MCO
+29.3%
+110.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +0.1% | -3.1% | +3.3% | +0.3% |
| 30D | +0.2% | -0.5% | +0.7% | +0.2% |
| 3M | +3.2% | +5.7% | -2.5% | +2.9% |
| 6M | -14.6% | +3.0% | -17.7% | -14.8% |
| YTD | +1.8% | -6.5% | +8.3% | +1.8% |
| 1Y | +20.7% | -5.8% | +26.5% | +20.7% |
| 3Y | +126.5% | +43.1% | +83.4% | +116.9% |
| 5Y | +140.0% | +29.5% | +110.6% | +123.4% |
| All | +140.0% | +29.3% | +110.7% | +123.4% |
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