+722.8%
GLD vs MRK
+1,145.5%
-422.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -2.0% | -2.1% | +0.1% | -1.9% |
| 30D | -4.4% | +1.2% | -5.6% | -4.5% |
| 3M | -8.9% | +13.5% | -22.4% | -9.2% |
| 6M | -16.0% | +34.0% | -50.0% | -16.4% |
| YTD | -7.9% | +42.7% | -50.6% | -8.4% |
| 1Y | -3.9% | +66.6% | -70.4% | -4.7% |
| 3Y | +103.4% | +59.1% | +44.4% | +101.7% |
| 5Y | +109.7% | +104.1% | +5.6% | +106.9% |
| 10Y | +211.8% | +227.3% | -15.5% | +204.8% |
| All | +722.8% | +1,145.5% | -422.7% | +718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling