+121.6%
GLD vs MO
+146.7%
-25.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +4.9% | -1.8% | +6.7% | +4.9% |
| 30D | -1.3% | +5.8% | -7.1% | -1.1% |
| 3M | -4.8% | +12.7% | -17.4% | -4.3% |
| 6M | -12.5% | +14.8% | -27.3% | -12.3% |
| YTD | -4.2% | +37.8% | -42.1% | -4.3% |
| 1Y | +3.0% | +39.5% | -36.4% | +2.9% |
| 3Y | +109.1% | +136.1% | -26.9% | +101.9% |
| 5Y | +121.6% | +148.5% | -27.0% | +110.5% |
| All | +121.6% | +146.7% | -25.1% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling