+212.2%
GLD vs MS
+614.4%
-402.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.9% |
| 7D | +4.9% | +0.7% | +4.2% | +4.9% |
| 30D | -1.3% | -0.9% | -0.4% | -1.3% |
| 3M | -4.8% | -13.0% | +8.2% | -4.7% |
| 6M | -12.5% | -2.0% | -10.5% | -12.4% |
| YTD | -4.2% | +7.8% | -12.0% | -4.0% |
| 1Y | +3.0% | +17.9% | -14.8% | +3.4% |
| 3Y | +109.1% | +174.8% | -65.7% | +113.0% |
| 5Y | +121.6% | +119.9% | +1.7% | +124.6% |
| 10Y | +212.2% | +578.8% | -366.6% | +258.8% |
| All | +212.2% | +614.4% | -402.2% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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