+739.3%
GLD vs MS
+602.3%
+137.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.6% | +3.7% |
| 7D | -0.3% | +2.6% | -2.9% | -0.3% |
| 30D | -1.9% | +2.6% | -4.5% | -1.9% |
| 3M | -0.4% | -10.1% | +9.6% | -0.5% |
| 6M | -10.2% | +4.4% | -14.6% | -10.1% |
| YTD | -6.0% | +11.7% | -17.7% | -5.9% |
| 1Y | +2.8% | +20.9% | -18.1% | +3.0% |
| 3Y | +101.6% | +177.1% | -75.6% | +103.6% |
| 5Y | +122.2% | +127.7% | -5.6% | +124.1% |
| 10Y | +199.5% | +684.1% | -484.6% | +206.5% |
| All | +739.3% | +602.3% | +137.0% | +716.6% |
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 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