+205.0%
GLD vs MMM
+82.0%
+122.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | +4.7% | +6.2% | -1.5% | +4.5% |
| 30D | -0.9% | +14.2% | -15.1% | -1.2% |
| 3M | -4.4% | +2.9% | -7.3% | -4.5% |
| 6M | -13.6% | +27.6% | -41.1% | -14.1% |
| YTD | -6.0% | +17.3% | -23.3% | -6.5% |
| 1Y | +1.8% | +15.1% | -13.3% | +1.3% |
| 3Y | +103.2% | +157.1% | -53.9% | +98.9% |
| 5Y | +119.3% | +45.1% | +74.2% | +115.6% |
| All | +205.0% | +82.0% | +122.9% | +210.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling