+700.9%
GLD vs MKTX
+818.4%
-117.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 6M | -17.4% | +20.4% | -37.9% | -17.6% |
| YTD | -10.3% | -7.1% | -3.3% | -10.3% |
| 1Y | -7.2% | -2.8% | -4.4% | -7.2% |
| 3Y | +96.9% | -21.7% | +118.7% | +97.1% |
| 5Y | +103.8% | -54.5% | +158.3% | +104.1% |
| 10Y | +203.5% | +13.0% | +190.6% | +207.0% |
| All | +700.9% | +818.4% | -117.5% | +752.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling