+1,315.7%
MU vs GLD
+139.9%
+1,175.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.5% |
| 7D | +9.0% | -0.5% | +9.5% | +9.2% |
| 30D | +13.8% | +4.4% | +9.4% | +11.4% |
| 3M | +2.1% | -1.1% | +3.2% | +2.3% |
| 6M | +153.8% | -13.8% | +167.6% | +165.2% |
| YTD | +256.4% | +2.6% | +253.8% | +257.1% |
| 1Y | +719.8% | +24.5% | +695.2% | +687.0% |
| 3Y | +1,360.4% | +125.8% | +1,234.5% | +1,146.1% |
| All | +1,315.7% | +139.9% | +1,175.8% | +1,025.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling