+204.4%
GLD vs MDB
+848.0%
-643.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +4.7% | -11.4% | +16.1% | +5.0% |
| 30D | -0.9% | -13.8% | +12.9% | -0.6% |
| 3M | -4.4% | -15.5% | +11.1% | -4.2% |
| 6M | -13.6% | +17.9% | -31.5% | -14.0% |
| YTD | -6.0% | -25.5% | +19.5% | -5.8% |
| 1Y | +1.8% | -12.1% | +13.8% | +1.6% |
| 3Y | +103.2% | -5.9% | +109.0% | +101.0% |
| 5Y | +119.3% | -43.7% | +163.0% | +116.6% |
| All | +204.4% | +848.0% | -643.6% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling