+205.0%
GLD vs MS
+616.2%
-411.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.8% |
| 7D | +4.7% | -1.6% | +6.3% | +4.7% |
| 30D | -0.9% | -3.8% | +2.9% | -0.9% |
| 3M | -4.4% | -14.6% | +10.2% | -4.3% |
| 6M | -13.6% | -5.1% | -8.5% | -13.4% |
| YTD | -6.0% | +4.5% | -10.5% | -5.8% |
| 1Y | +1.8% | +13.5% | -11.8% | +2.1% |
| 3Y | +103.2% | +160.4% | -57.2% | +106.9% |
| 5Y | +119.3% | +112.9% | +6.5% | +122.4% |
| All | +205.0% | +616.2% | -411.2% | +240.6% |
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