+18.4%
GLD vs MRSH
-9.0%
+27.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -3.4% | -5.9% | +2.5% | -4.5% |
| 30D | -1.1% | -7.3% | +6.2% | -2.6% |
| 3M | +5.8% | +6.7% | -0.9% | +7.5% |
| 6M | -17.1% | +3.0% | -20.0% | -16.0% |
| YTD | 0.0% | -2.9% | +2.9% | +0.4% |
| All | +18.4% | -9.0% | +27.5% | +16.6% |
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