+113.3%
GLD vs MS
+122.6%
-9.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | -4.0% | -0.7% | -3.3% | -3.9% |
| 3M | -8.2% | -12.4% | +4.1% | -7.6% |
| 6M | -14.8% | -1.7% | -13.1% | -14.6% |
| YTD | -6.8% | +8.0% | -14.8% | -6.8% |
| 1Y | -2.4% | +16.2% | -18.6% | -2.5% |
| 3Y | +105.8% | +171.3% | -65.5% | +102.0% |
| 5Y | +113.3% | +124.8% | -11.4% | +106.8% |
| All | +113.3% | +122.6% | -9.2% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling