+125.6%
GLD vs MP
+262.7%
-137.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.1% | +8.8% | +3.9% |
| 7D | -0.3% | -12.5% | +12.3% | +0.3% |
| 30D | -1.9% | -23.3% | +21.5% | -0.7% |
| 3M | -0.4% | -24.4% | +23.9% | +0.7% |
| 6M | -10.2% | -45.8% | +35.6% | -8.0% |
| YTD | -6.0% | -28.9% | +22.9% | -4.9% |
| 1Y | +2.8% | -34.6% | +37.4% | +4.2% |
| 3Y | +101.6% | +118.7% | -17.1% | +93.7% |
| 5Y | +122.2% | -3.1% | +125.2% | +116.3% |
| All | +125.6% | +262.7% | -137.1% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling