+1.8%
GLD vs MS
+12.8%
-11.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +4.7% | -1.6% | +6.3% | +5.0% |
| 30D | -0.9% | -3.8% | +2.9% | 0.0% |
| 3M | -4.4% | -14.6% | +10.2% | -0.8% |
| 6M | -13.6% | -5.1% | -8.5% | -11.8% |
| YTD | -6.0% | +4.5% | -10.5% | -6.8% |
| 1Y | +1.8% | +13.5% | -11.8% | -2.1% |
| All | +1.8% | +12.8% | -11.0% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling