+121.6%
GLD vs MSCI
+4.7%
+116.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.9% |
| 7D | +4.9% | +1.5% | +3.5% | +4.9% |
| 30D | -1.3% | +14.4% | -15.7% | -1.7% |
| 3M | -4.8% | +15.2% | -20.0% | -5.1% |
| 6M | -12.5% | +11.2% | -23.7% | -12.9% |
| YTD | -4.2% | +13.9% | -18.2% | -4.9% |
| 1Y | +3.0% | +12.5% | -9.5% | +2.4% |
| 3Y | +109.1% | +32.3% | +76.8% | +105.1% |
| 5Y | +121.6% | +4.9% | +116.7% | +117.3% |
| All | +121.6% | +4.7% | +116.9% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling