+732.3%
GLD vs MDY
+660.1%
+72.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.7% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -4.0% | +1.0% | -4.9% | -4.0% |
| 3M | -8.2% | -4.1% | -4.1% | -8.0% |
| 6M | -14.8% | +0.6% | -15.5% | -14.9% |
| YTD | -6.8% | +12.9% | -19.7% | -7.3% |
| 1Y | -2.4% | +14.6% | -17.0% | -3.0% |
| 3Y | +105.8% | +57.1% | +48.7% | +101.3% |
| 5Y | +113.3% | +37.1% | +76.2% | +109.4% |
| 10Y | +208.4% | +171.5% | +36.9% | +193.1% |
| All | +732.3% | +660.1% | +72.2% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling