+808.8%
MU vs GLD
+103.9%
+704.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.8% | -18.3% | -17.9% |
| 7D | -29.7% | +1.9% | -31.6% | -30.7% |
| 30D | -37.2% | -1.8% | -35.4% | -36.6% |
| 3M | -26.5% | -3.6% | -22.9% | -25.0% |
| 6M | +2.6% | -10.2% | +12.8% | +8.6% |
| YTD | +130.1% | -5.3% | +135.4% | +140.3% |
| 1Y | +176.7% | +2.5% | +174.2% | +178.9% |
| All | +808.8% | +103.9% | +704.9% | +566.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling