+216.0%
GLD vs MPC
+1,131.7%
-915.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.5% | +5.4% | -6.0% | -0.6% |
| 30D | +4.4% | +31.0% | -26.6% | +4.1% |
| 3M | -1.1% | +46.0% | -47.1% | -1.6% |
| 6M | -13.8% | +77.3% | -91.1% | -14.5% |
| YTD | +2.6% | +141.9% | -139.3% | +1.3% |
| 1Y | +24.5% | +120.9% | -96.4% | +23.0% |
| 3Y | +125.8% | +182.7% | -56.8% | +122.3% |
| 5Y | +137.8% | +646.4% | -508.6% | +132.7% |
| All | +216.0% | +1,131.7% | -915.7% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling