+121.1%
GLD vs MPC
+551.6%
-430.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.9% |
| 7D | +1.9% | -12.8% | +14.6% | +2.1% |
| 30D | -1.8% | -12.7% | +11.0% | -1.6% |
| 3M | -3.6% | +27.1% | -30.7% | -4.5% |
| 6M | -10.2% | +45.8% | -56.0% | -11.6% |
| YTD | -5.3% | +134.7% | -140.0% | -8.8% |
| 1Y | +2.5% | +106.0% | -103.6% | -0.9% |
| 3Y | +103.2% | +165.5% | -62.3% | +94.0% |
| 5Y | +121.1% | +540.9% | -419.8% | +104.9% |
| All | +121.1% | +551.6% | -430.5% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling