+213.1%
GLD vs MKTX
+5.1%
+208.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -1.1% | +0.8% | -2.0% | -1.2% |
| 3M | +5.8% | +41.1% | -35.3% | +3.6% |
| 6M | -17.1% | -9.5% | -7.5% | -16.8% |
| YTD | 0.0% | -8.7% | +8.7% | +0.2% |
| 1Y | +18.2% | -10.0% | +28.2% | +18.5% |
| 3Y | +122.6% | -24.6% | +147.2% | +124.1% |
| 5Y | +137.1% | -60.3% | +197.4% | +145.0% |
| All | +213.1% | +5.1% | +208.0% | +233.6% |
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