+126.1%
GLD vs MKTX
-25.1%
+151.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | +0.3% | -0.1% | +0.1% |
| 30D | +0.2% | +1.0% | -0.8% | +0.2% |
| 3M | +3.2% | +40.8% | -37.6% | +1.4% |
| 6M | -14.6% | -10.9% | -3.7% | -14.4% |
| YTD | +1.8% | -8.6% | +10.4% | +1.9% |
| 1Y | +20.7% | -11.6% | +32.3% | +21.1% |
| All | +126.1% | -25.1% | +151.2% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling