+755.2%
GLD vs MDY
+662.7%
+92.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.7% |
| 7D | +4.9% | +0.7% | +4.3% | +4.9% |
| 30D | -1.3% | +1.3% | -2.6% | -1.4% |
| 3M | -4.8% | -4.1% | -0.7% | -4.5% |
| 6M | -12.5% | +1.0% | -13.5% | -12.5% |
| YTD | -4.2% | +13.3% | -17.6% | -4.8% |
| 1Y | +3.0% | +15.7% | -12.7% | +2.3% |
| 3Y | +109.1% | +59.6% | +49.6% | +104.5% |
| 5Y | +121.6% | +36.3% | +85.3% | +117.5% |
| 10Y | +212.2% | +173.6% | +38.6% | +196.6% |
| All | +755.2% | +662.7% | +92.5% | +643.8% |
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