+2.8%
GLD vs MMM
+22.1%
-19.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.5% | -5.9% | +1.5% |
| 7D | -0.3% | +12.2% | -12.5% | -2.8% |
| 30D | -1.9% | +18.8% | -20.7% | -5.5% |
| 3M | -0.4% | +7.4% | -7.8% | -2.0% |
| 6M | -10.2% | +38.3% | -48.5% | -17.2% |
| YTD | -6.0% | +22.9% | -28.9% | -13.1% |
| 1Y | +2.8% | +23.0% | -20.2% | -6.2% |
| All | +2.8% | +22.1% | -19.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling