-7.2%
GLD vs MMM
+10.2%
-17.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -5.5% | +12.1% | -17.6% | -7.7% |
| 3M | -10.9% | +1.4% | -12.3% | -11.2% |
| 6M | -17.4% | +26.6% | -44.0% | -21.9% |
| YTD | -10.3% | +16.8% | -27.1% | -15.9% |
| 1Y | -7.2% | +10.1% | -17.3% | -11.7% |
| All | -7.2% | +10.2% | -17.4% | -11.7% |
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