+128.4%
GLD vs MRK
+53.3%
+75.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -0.5% | +1.3% | -1.9% | -0.6% |
| 30D | +4.4% | +17.1% | -12.7% | +4.1% |
| 3M | -1.1% | +25.9% | -27.0% | -1.4% |
| 6M | -13.8% | +26.8% | -40.6% | -14.1% |
| YTD | +2.6% | +44.9% | -42.3% | +2.6% |
| 1Y | +24.5% | +84.8% | -60.3% | +25.0% |
| All | +128.4% | +53.3% | +75.1% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling