+2.8%
GLD vs MRK
+87.2%
-84.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.3% | +3.2% |
| 7D | -0.3% | +6.7% | -7.0% | -1.1% |
| 30D | -1.9% | +7.8% | -9.6% | -2.9% |
| 3M | -0.4% | +18.2% | -18.6% | -2.3% |
| 6M | -10.2% | +34.7% | -44.9% | -13.3% |
| YTD | -6.0% | +45.8% | -51.8% | -8.6% |
| 1Y | +2.8% | +84.6% | -81.8% | -0.9% |
| All | +2.8% | +87.2% | -84.3% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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