+142.5%
GLD vs MS
+145.3%
-2.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +4.4% | -0.3% | +4.6% | +4.4% |
| 3M | -1.1% | +0.3% | -1.4% | -1.1% |
| 6M | -13.8% | +31.3% | -45.1% | -14.4% |
| YTD | +2.6% | +24.7% | -22.0% | +2.0% |
| 1Y | +24.5% | +47.9% | -23.4% | +23.5% |
| 3Y | +125.8% | +178.3% | -52.5% | +121.5% |
| All | +142.5% | +145.3% | -2.7% | +133.4% |
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