-18.0%
GLD vs MCO
+13.2%
-31.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.5% |
| 7D | -5.5% | -1.7% | -3.8% | -5.2% |
| 30D | -7.0% | +9.1% | -16.2% | -8.3% |
| 3M | -12.4% | +6.2% | -18.6% | -13.1% |
| 6M | -18.0% | +12.6% | -30.7% | -19.8% |
| All | -18.0% | +13.2% | -31.2% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling