+123.5%
GLD vs MRSH
-4.9%
+128.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.0% | -4.8% | +2.8% | -2.4% |
| 30D | -1.5% | -6.3% | +4.8% | -2.1% |
| 3M | +3.2% | +5.8% | -2.6% | +3.8% |
| 6M | -16.3% | +2.8% | -19.1% | -15.8% |
| YTD | +0.6% | -3.1% | +3.7% | +1.0% |
| 1Y | +19.1% | -11.3% | +30.4% | +19.5% |
| 3Y | +123.5% | -5.0% | +128.5% | +127.2% |
| All | +123.5% | -4.9% | +128.4% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling