+103.7%
GLD vs MKSI
+37.1%
+66.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.7% |
| 7D | -5.5% | +25.3% | -30.8% | -6.7% |
| 30D | -7.0% | -10.5% | +3.5% | -6.6% |
| 3M | -12.4% | -27.7% | +15.4% | -11.0% |
| 6M | -18.0% | -28.8% | +10.8% | -17.0% |
| YTD | -10.5% | +39.0% | -49.4% | -11.9% |
| 1Y | -8.1% | +45.2% | -53.3% | -9.7% |
| 3Y | +97.7% | +218.8% | -121.1% | +88.5% |
| All | +103.7% | +37.1% | +66.7% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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