-2.4%
GLD vs MMM
+16.9%
-19.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +2.8% | +7.0% | -4.1% | +1.2% |
| 30D | -4.0% | +18.4% | -22.3% | -7.3% |
| 3M | -8.2% | +4.5% | -12.7% | -9.2% |
| 6M | -14.8% | +33.4% | -48.3% | -20.6% |
| YTD | -6.8% | +20.0% | -26.8% | -13.2% |
| 1Y | -2.4% | +15.0% | -17.4% | -8.1% |
| All | -2.4% | +16.9% | -19.3% | -8.1% |
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