+213.1%
GLD vs MTB
+172.9%
+40.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.7% |
| 7D | -3.4% | -0.4% | -2.9% | -3.4% |
| 30D | -1.1% | -4.6% | +3.5% | -1.3% |
| 3M | +5.8% | +7.4% | -1.6% | +6.1% |
| 6M | -17.1% | +18.7% | -35.7% | -16.5% |
| YTD | 0.0% | +21.1% | -21.1% | +0.8% |
| 1Y | +18.2% | +24.1% | -5.8% | +19.2% |
| 3Y | +122.6% | +115.3% | +7.2% | +130.2% |
| 5Y | +137.1% | +106.0% | +31.1% | +147.2% |
| All | +213.1% | +172.9% | +40.2% | +247.8% |
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