+24.5%
GLD vs MRSH
-7.9%
+32.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -1.1% |
| 7D | -0.5% | -3.6% | +3.1% | -1.3% |
| 30D | +4.4% | -3.0% | +7.4% | +3.7% |
| 3M | -1.1% | +15.8% | -16.9% | +2.3% |
| 6M | -13.8% | +1.6% | -15.4% | -12.7% |
| YTD | +2.6% | +1.7% | +0.9% | +4.0% |
| 1Y | +24.5% | -8.0% | +32.5% | +23.6% |
| All | +24.5% | -7.9% | +32.4% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling