+816.6%
GLD vs MDY
+675.4%
+141.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | +0.1% | -0.7% | -0.5% |
| 30D | +4.4% | -1.5% | +5.9% | +4.5% |
| 3M | -1.1% | +0.8% | -1.9% | -1.1% |
| 6M | -13.8% | +7.4% | -21.2% | -14.1% |
| YTD | +2.6% | +15.2% | -12.6% | +1.9% |
| 1Y | +24.5% | +16.5% | +8.0% | +23.6% |
| 3Y | +125.8% | +46.8% | +79.1% | +121.5% |
| 5Y | +137.8% | +46.0% | +91.8% | +132.7% |
| 10Y | +221.4% | +172.1% | +49.3% | +205.3% |
| All | +816.6% | +675.4% | +141.2% | +696.4% |
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