+2.8%
GLD vs MPC
+122.9%
-120.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.1% | +11.8% | +3.3% |
| 7D | -0.3% | -10.9% | +10.6% | -0.7% |
| 30D | -1.9% | -9.4% | +7.6% | -2.3% |
| 3M | -0.4% | +26.0% | -26.4% | -0.4% |
| 6M | -10.2% | +56.5% | -66.7% | -10.4% |
| YTD | -6.0% | +144.3% | -150.3% | -12.6% |
| 1Y | +2.8% | +117.2% | -114.4% | -4.1% |
| All | +2.8% | +122.9% | -120.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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