+206.1%
GLD vs MKTX
+12.8%
+193.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -5.5% | +0.9% | -6.4% | -5.5% |
| 3M | -10.9% | +2.6% | -13.5% | -11.0% |
| 6M | -17.4% | +20.4% | -37.9% | -18.5% |
| YTD | -10.3% | -7.1% | -3.3% | -10.2% |
| 1Y | -7.2% | -2.8% | -4.4% | -7.3% |
| 3Y | +96.9% | -21.7% | +118.7% | +98.1% |
| 5Y | +103.8% | -54.5% | +158.3% | +109.2% |
| All | +206.1% | +12.8% | +193.3% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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