+127.7%
GLD vs MP
+154.2%
-26.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -0.5% | -2.9% | +2.3% | -0.3% |
| 30D | +4.4% | +13.8% | -9.4% | +3.6% |
| 3M | -1.1% | -16.7% | +15.6% | -0.4% |
| 6M | -13.8% | -11.5% | -2.3% | -13.7% |
| YTD | +2.6% | +7.9% | -5.3% | +1.9% |
| 1Y | +24.5% | -15.0% | +39.5% | +24.4% |
| All | +127.7% | +154.2% | -26.5% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling