+205.6%
GLD vs MDY
+165.7%
+40.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | -5.5% | +3.0% | -8.5% | -5.7% |
| 30D | -7.0% | +0.8% | -7.8% | -7.1% |
| 3M | -12.4% | -5.1% | -7.2% | -12.0% |
| 6M | -18.0% | +1.2% | -19.2% | -18.1% |
| YTD | -10.5% | +12.5% | -22.9% | -11.0% |
| 1Y | -8.1% | +13.8% | -21.8% | -8.7% |
| 3Y | +97.7% | +56.4% | +41.3% | +93.3% |
| 5Y | +103.4% | +35.3% | +68.1% | +99.2% |
| All | +205.6% | +165.7% | +40.0% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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