+816.6%
GLD vs MTB
+324.7%
+491.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | +1.7% | -2.2% | -0.5% |
| 30D | +4.4% | -4.2% | +8.6% | +4.3% |
| 3M | -1.1% | +8.9% | -10.0% | -0.8% |
| 6M | -13.8% | +10.9% | -24.7% | -13.5% |
| YTD | +2.6% | +21.5% | -18.8% | +3.3% |
| 1Y | +24.5% | +21.9% | +2.6% | +25.4% |
| 3Y | +125.8% | +109.2% | +16.6% | +132.1% |
| 5Y | +137.8% | +102.0% | +35.8% | +145.4% |
| 10Y | +221.4% | +171.9% | +49.5% | +238.3% |
| All | +816.6% | +324.7% | +491.9% | +915.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling