+125.6%
GLD vs MP
+257.7%
-132.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.0% |
| 7D | +4.7% | -10.5% | +15.2% | +5.2% |
| 30D | -0.9% | -23.5% | +22.6% | +0.3% |
| 3M | -4.4% | -25.4% | +21.0% | -3.2% |
| 6M | -13.6% | -51.3% | +37.7% | -11.1% |
| YTD | -6.0% | -29.9% | +23.9% | -4.8% |
| 1Y | +1.8% | -31.8% | +33.6% | +3.0% |
| 3Y | +103.2% | +127.0% | -23.8% | +95.1% |
| 5Y | +119.3% | -3.3% | +122.6% | +113.6% |
| All | +125.6% | +257.7% | -132.0% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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