+218.2%
GLD vs MKC
+26.7%
+191.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.1% | -4.3% | +4.5% | +0.5% |
| 30D | +0.2% | -3.1% | +3.3% | +0.4% |
| 3M | +3.2% | +6.8% | -3.6% | +2.5% |
| 6M | -14.6% | -18.3% | +3.7% | -13.3% |
| YTD | +1.8% | -23.1% | +24.8% | +3.8% |
| 1Y | +20.7% | -23.7% | +44.4% | +23.1% |
| 3Y | +126.5% | -31.0% | +157.5% | +131.9% |
| 5Y | +140.0% | -33.5% | +173.6% | +145.0% |
| 10Y | +218.2% | +30.3% | +188.0% | +210.1% |
| All | +218.2% | +26.7% | +191.6% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling