+138.9%
GLD vs MDY
+47.1%
+91.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | +0.3% | -3.1% | +3.4% | +0.8% |
| 3M | +0.6% | +1.8% | -1.2% | +0.4% |
| 6M | -15.6% | +10.8% | -26.4% | -16.5% |
| YTD | +0.9% | +14.4% | -13.6% | -0.5% |
| 1Y | +19.4% | +15.2% | +4.2% | +17.7% |
| 3Y | +124.5% | +51.2% | +73.3% | +116.1% |
| 5Y | +138.9% | +47.2% | +91.7% | +128.0% |
| All | +138.9% | +47.1% | +91.8% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling