+212.2%
GLD vs MTB
+136.2%
+76.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +2.0% |
| 7D | +4.9% | -0.8% | +5.7% | +4.9% |
| 30D | -1.3% | +2.4% | -3.7% | -1.2% |
| 3M | -4.8% | -10.5% | +5.7% | -5.1% |
| 6M | -12.5% | +6.4% | -18.9% | -12.3% |
| YTD | -4.2% | +12.8% | -17.1% | -3.8% |
| 1Y | +3.0% | +23.3% | -20.2% | +3.9% |
| 3Y | +109.1% | +108.2% | +0.9% | +115.9% |
| 5Y | +121.6% | +68.6% | +53.0% | +128.6% |
| 10Y | +212.2% | +125.3% | +86.9% | +259.5% |
| All | +212.2% | +136.2% | +76.0% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling