+104.1%
GLD vs MMM
+42.8%
+61.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.2% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | -5.5% | +12.1% | -17.6% | -6.0% |
| 3M | -10.9% | +1.4% | -12.3% | -11.0% |
| 6M | -17.4% | +26.6% | -44.0% | -18.3% |
| YTD | -10.3% | +16.8% | -27.1% | -11.1% |
| 1Y | -7.2% | +10.1% | -17.3% | -7.9% |
| 3Y | +96.9% | +158.4% | -61.5% | +86.8% |
| All | +104.1% | +42.8% | +61.3% | +103.3% |
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