+141.3%
GLD vs MRSH
+18.8%
+122.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | +0.1% | -5.9% | +6.0% | 0.0% |
| 30D | +0.2% | -7.3% | +7.5% | 0.0% |
| 3M | +3.2% | +7.4% | -4.2% | +3.4% |
| 6M | -14.6% | -0.7% | -14.0% | -14.5% |
| YTD | +1.8% | -3.2% | +4.9% | +2.0% |
| 1Y | +20.7% | -10.6% | +31.3% | +21.3% |
| 3Y | +126.5% | -4.6% | +131.1% | +126.4% |
| All | +141.3% | +18.8% | +122.5% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling