+699.7%
GLD vs MKSI
+1,491.0%
-791.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.8% |
| 7D | -5.5% | +25.3% | -30.8% | -6.1% |
| 30D | -7.0% | -10.5% | +3.5% | -6.8% |
| 3M | -12.4% | -27.7% | +15.4% | -11.7% |
| 6M | -18.0% | -28.8% | +10.8% | -17.5% |
| YTD | -10.5% | +39.0% | -49.4% | -11.1% |
| 1Y | -8.1% | +45.2% | -53.3% | -8.8% |
| 3Y | +97.7% | +218.8% | -121.1% | +93.1% |
| 5Y | +103.4% | +38.1% | +65.3% | +99.8% |
| 10Y | +203.1% | +360.8% | -157.7% | +195.3% |
| All | +699.7% | +1,491.0% | -791.4% | +664.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling