+205.6%
GLD vs MS
+544.7%
-339.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.8% |
| 7D | -5.5% | +3.7% | -9.2% | -5.5% |
| 30D | -7.0% | +2.0% | -9.0% | -7.0% |
| 3M | -12.4% | -12.6% | +0.2% | -12.3% |
| 6M | -18.0% | -0.3% | -17.8% | -17.9% |
| YTD | -10.5% | +9.0% | -19.4% | -10.3% |
| 1Y | -8.1% | +13.9% | -21.9% | -7.9% |
| 3Y | +97.7% | +173.6% | -75.9% | +101.0% |
| 5Y | +103.4% | +122.0% | -18.5% | +105.9% |
| All | +205.6% | +544.7% | -339.0% | +238.6% |
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