+118.6%
GLD vs MMM
+44.4%
+74.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +4.7% | +6.2% | -1.5% | +4.4% |
| 30D | -0.9% | +14.2% | -15.1% | -1.5% |
| 3M | -4.4% | +2.9% | -7.3% | -4.6% |
| 6M | -13.6% | +27.6% | -41.1% | -14.5% |
| YTD | -6.0% | +17.3% | -23.3% | -6.9% |
| 1Y | +1.8% | +15.1% | -13.3% | +0.8% |
| 3Y | +103.2% | +157.1% | -53.9% | +92.7% |
| All | +118.6% | +44.4% | +74.1% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling