+127.7%
GLD vs MDB
-5.3%
+133.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.7% |
| 7D | -0.5% | -17.4% | +16.9% | -0.1% |
| 30D | +4.4% | -2.0% | +6.4% | +4.3% |
| 3M | -1.1% | -3.0% | +1.9% | -1.2% |
| 6M | -13.8% | +48.7% | -62.5% | -14.8% |
| YTD | +2.6% | -12.1% | +14.8% | +2.4% |
| 1Y | +24.5% | +14.5% | +10.0% | +23.7% |
| All | +127.7% | -5.3% | +133.0% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling