+142.5%
GLD vs MMM
+24.5%
+118.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | -3.3% | +2.8% | -0.4% |
| 30D | +4.4% | -7.0% | +11.4% | +4.7% |
| 3M | -1.1% | +10.8% | -11.9% | -1.5% |
| 6M | -13.8% | +5.8% | -19.6% | -14.1% |
| YTD | +2.6% | +6.8% | -4.1% | +2.2% |
| 1Y | +24.5% | +10.4% | +14.1% | +23.9% |
| 3Y | +125.8% | +104.7% | +21.2% | +117.5% |
| All | +142.5% | +24.5% | +118.0% | +134.6% |
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