+218.2%
GLD vs MDY
+170.4%
+47.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.2% | -3.9% | +4.1% | +0.5% |
| 3M | +3.2% | 0.0% | +3.3% | +3.2% |
| 6M | -14.6% | +8.5% | -23.2% | -15.1% |
| YTD | +1.8% | +13.2% | -11.4% | +1.1% |
| 1Y | +20.7% | +15.0% | +5.7% | +19.8% |
| 3Y | +126.5% | +49.6% | +76.9% | +121.9% |
| 5Y | +140.0% | +46.0% | +94.0% | +134.6% |
| 10Y | +218.2% | +176.4% | +41.9% | +215.2% |
| All | +218.2% | +170.4% | +47.8% | +215.2% |
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