+4,609.2%
MU vs GLD
+205.2%
+4,404.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.1% | +13.0% | +12.3% |
| 7D | +2.0% | -2.0% | +4.0% | +2.6% |
| 30D | -18.0% | -4.4% | -13.5% | -16.7% |
| 3M | -6.6% | -8.9% | +2.4% | -3.5% |
| 6M | +2.0% | -16.0% | +18.0% | +7.8% |
| YTD | +184.5% | -7.9% | +192.3% | +196.1% |
| 1Y | +236.9% | -3.9% | +240.7% | +247.2% |
| 3Y | +987.0% | +103.4% | +883.5% | +894.0% |
| 5Y | +1,014.6% | +109.7% | +904.9% | +901.1% |
| 10Y | +4,609.2% | +211.8% | +4,397.4% | +4,722.2% |
| All | +4,609.2% | +205.2% | +4,404.0% | +4,722.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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