-7.2%
GLD vs MDY
+14.2%
-21.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | +2.3% | -6.8% | -6.0% |
| 30D | -5.5% | +2.0% | -7.5% | -6.9% |
| 3M | -10.9% | -5.6% | -5.3% | -7.5% |
| 6M | -17.4% | +1.3% | -18.7% | -18.2% |
| YTD | -10.3% | +12.3% | -22.6% | -15.5% |
| 1Y | -7.2% | +15.8% | -22.9% | -12.9% |
| All | -7.2% | +14.2% | -21.3% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling