+109.7%
GLD vs MDB
-39.7%
+149.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.2% |
| 7D | -2.0% | +3.0% | -4.9% | -2.0% |
| 30D | -4.4% | -11.3% | +6.9% | -4.2% |
| 3M | -8.9% | -23.0% | +14.1% | -8.5% |
| 6M | -16.0% | +14.8% | -30.7% | -16.4% |
| YTD | -7.9% | -19.4% | +11.6% | -7.9% |
| 1Y | -3.9% | -9.0% | +5.1% | -4.1% |
| 3Y | +103.4% | -10.3% | +113.7% | +101.6% |
| 5Y | +109.7% | -38.4% | +148.1% | +106.8% |
| All | +109.7% | -39.7% | +149.5% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling