+213.1%
GLD vs MO
+114.1%
+99.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.7% |
| 7D | -3.4% | -1.0% | -2.4% | -3.4% |
| 30D | -1.1% | +5.8% | -6.9% | -1.1% |
| 3M | +5.8% | -4.5% | +10.3% | +5.8% |
| 6M | -17.1% | +5.7% | -22.8% | -17.1% |
| YTD | 0.0% | +23.1% | -23.1% | -0.2% |
| 1Y | +18.2% | +10.9% | +7.3% | +18.1% |
| 3Y | +122.6% | +96.1% | +26.4% | +120.5% |
| 5Y | +137.1% | +100.1% | +37.0% | +134.7% |
| All | +213.1% | +114.1% | +99.0% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling