+816.6%
GLD vs MS
+683.6%
+133.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.5% |
| 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% | -13.6% |
| YTD | +2.6% | +24.7% | -22.0% | +2.8% |
| 1Y | +24.5% | +47.9% | -23.4% | +24.9% |
| 3Y | +125.8% | +178.3% | -52.5% | +128.0% |
| 5Y | +137.8% | +144.9% | -7.1% | +139.9% |
| 10Y | +221.4% | +804.5% | -583.2% | +229.2% |
| All | +816.6% | +683.6% | +133.0% | +792.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling