+218.2%
GLD vs MRK
+235.2%
-16.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +0.1% | -2.7% | +2.9% | +0.2% |
| 30D | +0.2% | +12.7% | -12.5% | -0.1% |
| 3M | +3.2% | +24.2% | -21.0% | +2.7% |
| 6M | -14.6% | +27.8% | -42.5% | -15.1% |
| YTD | +1.8% | +42.2% | -40.4% | +1.0% |
| 1Y | +20.7% | +80.2% | -59.5% | +19.4% |
| 3Y | +126.5% | +48.4% | +78.1% | +124.7% |
| 5Y | +140.0% | +133.6% | +6.5% | +134.9% |
| 10Y | +218.2% | +236.2% | -18.0% | +209.9% |
| All | +218.2% | +235.2% | -16.9% | +209.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling