-6.7%
GLD vs MDLN
+15.3%
-22.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +18.4% | -14.7% | +3.0% |
| 7D | -0.3% | +24.7% | -24.9% | -0.9% |
| 30D | -1.9% | +12.7% | -14.6% | -2.5% |
| 3M | -0.4% | -4.0% | +3.6% | -1.5% |
| 6M | -10.2% | -8.7% | -1.5% | -10.7% |
| YTD | -6.0% | -3.9% | -2.1% | -7.3% |
| All | -6.7% | +15.3% | -22.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling