+722.8%
GLD vs MO
+2,013.3%
-1,290.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.1% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -4.4% | +8.0% | -12.4% | -4.4% |
| 3M | -8.9% | +20.9% | -29.8% | -8.8% |
| 6M | -16.0% | +16.3% | -32.3% | -15.9% |
| YTD | -7.9% | +40.7% | -48.6% | -7.9% |
| 1Y | -3.9% | +41.5% | -45.3% | -3.9% |
| 3Y | +103.4% | +141.5% | -38.1% | +102.5% |
| 5Y | +109.7% | +153.1% | -43.4% | +108.7% |
| 10Y | +211.8% | +149.3% | +62.5% | +210.8% |
| All | +722.8% | +2,013.3% | -1,290.5% | +766.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling