+3,971.9%
MU vs GLD
+203.7%
+3,768.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.4% |
| 7D | -22.0% | +4.7% | -26.7% | -23.5% |
| 30D | -36.6% | -0.9% | -35.7% | -36.4% |
| 3M | -21.7% | -4.4% | -17.3% | -20.5% |
| 6M | +3.5% | -13.6% | +17.1% | +8.3% |
| YTD | +141.9% | -6.0% | +147.9% | +150.1% |
| 1Y | +189.8% | +1.8% | +188.1% | +194.6% |
| 3Y | +855.4% | +103.2% | +752.2% | +772.9% |
| 5Y | +869.2% | +119.3% | +749.8% | +765.9% |
| All | +3,971.9% | +203.7% | +3,768.2% | +3,891.8% |
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