+140.0%
GLD vs MRNA
-68.5%
+208.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.0% |
| 7D | +0.1% | -10.1% | +10.2% | +0.4% |
| 30D | +0.2% | +126.7% | -126.5% | -3.8% |
| 3M | +3.2% | +184.1% | -180.9% | -1.6% |
| 6M | -14.6% | +143.3% | -157.9% | -18.4% |
| YTD | +1.8% | +359.9% | -358.1% | -3.6% |
| 1Y | +20.7% | +454.2% | -433.4% | +14.0% |
| 3Y | +126.5% | +26.0% | +100.5% | +115.7% |
| 5Y | +140.0% | -70.3% | +210.3% | +125.0% |
| All | +140.0% | -68.5% | +208.5% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling