+816.6%
GLD vs MCO
+1,429.3%
-612.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -0.5% | -4.2% | +3.6% | -0.5% |
| 30D | +4.4% | +2.2% | +2.2% | +4.4% |
| 3M | -1.1% | +10.1% | -11.2% | -1.1% |
| 6M | -13.8% | +5.3% | -19.0% | -13.8% |
| YTD | +2.6% | -2.7% | +5.4% | +2.6% |
| 1Y | +24.5% | -0.4% | +24.9% | +24.5% |
| 3Y | +125.8% | +49.0% | +76.8% | +125.6% |
| 5Y | +137.8% | +33.6% | +104.2% | +137.0% |
| 10Y | +221.4% | +395.3% | -173.9% | +227.6% |
| All | +816.6% | +1,429.3% | -612.7% | +817.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling