+235.6%
GLD vs MRNA
+521.0%
-285.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.7% |
| 7D | -3.4% | -8.2% | +4.8% | -3.2% |
| 30D | -1.1% | +125.6% | -126.7% | -3.9% |
| 3M | +5.8% | +197.1% | -191.3% | +2.5% |
| 6M | -17.1% | +148.5% | -165.5% | -19.5% |
| YTD | 0.0% | +363.3% | -363.3% | -3.4% |
| 1Y | +18.2% | +462.0% | -443.8% | +14.1% |
| 3Y | +122.6% | +26.9% | +95.7% | +115.3% |
| 5Y | +137.1% | -69.6% | +206.7% | +129.0% |
| All | +235.6% | +521.0% | -285.4% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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