+105.8%
GLD vs MRK
+57.8%
+48.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +2.8% | +2.3% | +0.5% | +2.7% |
| 30D | -4.0% | +1.7% | -5.6% | -4.0% |
| 3M | -8.2% | +13.8% | -22.0% | -8.5% |
| 6M | -14.8% | +34.7% | -49.5% | -15.2% |
| YTD | -6.8% | +43.6% | -50.4% | -6.8% |
| 1Y | -2.4% | +75.7% | -78.1% | -2.0% |
| 3Y | +105.8% | +60.0% | +45.8% | +106.1% |
| All | +105.8% | +57.8% | +48.0% | +106.1% |
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