+205.6%
GLD vs MSCI
+799.8%
-594.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.8% |
| 7D | -5.5% | -0.7% | -4.8% | -5.5% |
| 30D | -7.0% | +16.2% | -23.2% | -7.5% |
| 3M | -12.4% | +16.1% | -28.5% | -12.8% |
| 6M | -18.0% | +12.9% | -31.0% | -18.4% |
| YTD | -10.5% | +14.8% | -25.3% | -11.1% |
| 1Y | -8.1% | +13.8% | -21.8% | -8.7% |
| 3Y | +97.7% | +31.2% | +66.5% | +94.4% |
| 5Y | +103.4% | +5.6% | +97.9% | +100.6% |
| All | +205.6% | +799.8% | -594.1% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling