+746.1%
GLD vs MMM
+410.8%
+335.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.9% |
| 7D | +1.9% | +5.9% | -4.0% | +1.7% |
| 30D | -1.8% | +14.7% | -16.5% | -2.0% |
| 3M | -3.6% | +3.6% | -7.2% | -3.7% |
| 6M | -10.2% | +32.7% | -43.0% | -10.7% |
| YTD | -5.3% | +18.9% | -24.2% | -5.6% |
| 1Y | +2.5% | +16.4% | -13.9% | +2.1% |
| 3Y | +103.2% | +159.8% | -56.6% | +99.7% |
| 5Y | +121.1% | +47.2% | +73.9% | +118.4% |
| 10Y | +201.9% | +86.5% | +115.4% | +197.0% |
| All | +746.1% | +410.8% | +335.3% | +715.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling