+138.9%
GLD vs MKC
-33.2%
+172.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +0.7% | -4.3% | +5.1% | +1.0% |
| 30D | +0.3% | -2.0% | +2.3% | +0.4% |
| 3M | +0.6% | +10.0% | -9.4% | -0.2% |
| 6M | -15.6% | -18.5% | +2.9% | -14.2% |
| YTD | +0.9% | -22.4% | +23.3% | +2.8% |
| 1Y | +19.4% | -23.6% | +43.0% | +21.7% |
| 3Y | +124.5% | -30.4% | +154.9% | +129.4% |
| 5Y | +138.9% | -34.2% | +173.1% | +133.4% |
| All | +138.9% | -33.2% | +172.2% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling