+732.3%
GLD vs MKC
+306.9%
+425.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.6% |
| 7D | +2.8% | -2.4% | +5.2% | +2.9% |
| 30D | -4.0% | +5.4% | -9.3% | -4.2% |
| 3M | -8.2% | -11.1% | +2.9% | -7.8% |
| 6M | -14.8% | -1.4% | -13.5% | -14.9% |
| YTD | -6.8% | -29.4% | +22.6% | -5.5% |
| 1Y | -2.4% | -24.7% | +22.3% | -1.3% |
| 3Y | +105.8% | -21.8% | +127.6% | +107.4% |
| 5Y | +113.3% | -36.0% | +149.3% | +116.2% |
| 10Y | +208.4% | +24.9% | +183.5% | +211.0% |
| All | +732.3% | +306.9% | +425.4% | +739.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling