-8.1%
GLD vs MP
-39.6%
+31.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.1% |
| 7D | -5.5% | +11.0% | -16.5% | -6.9% |
| 30D | -7.0% | -11.7% | +4.7% | -5.5% |
| 3M | -12.4% | -30.8% | +18.4% | -7.8% |
| 6M | -18.0% | -42.9% | +24.9% | -11.9% |
| YTD | -10.5% | -25.9% | +15.4% | -6.9% |
| 1Y | -8.1% | -37.3% | +29.2% | -3.9% |
| All | -8.1% | -39.6% | +31.6% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling