+800.7%
GLD vs MRSH
+969.3%
-168.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.7% |
| 7D | +0.7% | -3.8% | +4.5% | +0.8% |
| 30D | +0.3% | -5.8% | +6.1% | +0.4% |
| 3M | +0.6% | +11.7% | -11.1% | +0.4% |
| 6M | -15.6% | -0.3% | -15.3% | -15.6% |
| YTD | +0.9% | -1.1% | +2.0% | +0.9% |
| 1Y | +19.4% | -9.5% | +28.8% | +19.6% |
| 3Y | +124.5% | -2.6% | +127.0% | +124.3% |
| 5Y | +138.9% | +22.7% | +116.2% | +137.4% |
| 10Y | +213.3% | +214.6% | -1.3% | +206.0% |
| All | +800.7% | +969.3% | -168.7% | +725.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling