+210.1%
GLD vs MDB
+892.0%
-681.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.8% | +1.8% |
| 7D | +4.9% | -0.9% | +5.9% | +5.0% |
| 30D | -1.3% | -15.2% | +13.9% | -1.0% |
| 3M | -4.8% | -17.9% | +13.2% | -4.5% |
| 6M | -12.5% | +9.3% | -21.8% | -12.9% |
| YTD | -4.2% | -22.0% | +17.8% | -4.2% |
| 1Y | +3.0% | -9.3% | +12.4% | +2.8% |
| 3Y | +109.1% | -10.4% | +119.5% | +107.1% |
| 5Y | +121.6% | -43.2% | +164.8% | +118.7% |
| All | +210.1% | +892.0% | -681.9% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling