+816.6%
GLD vs MKC
+348.8%
+467.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -5.9% | +5.4% | -0.3% |
| 30D | +4.4% | -0.9% | +5.3% | +4.4% |
| 3M | -1.1% | +12.7% | -13.8% | -1.7% |
| 6M | -13.8% | -19.3% | +5.5% | -13.0% |
| YTD | +2.6% | -22.2% | +24.8% | +3.7% |
| 1Y | +24.5% | -23.3% | +47.9% | +25.8% |
| 3Y | +125.8% | -30.0% | +155.8% | +128.6% |
| 5Y | +137.8% | -33.8% | +171.6% | +140.6% |
| 10Y | +221.4% | +24.4% | +196.9% | +222.7% |
| All | +816.6% | +348.8% | +467.8% | +820.8% |
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