+142.5%
GLD vs MSCI
-6.7%
+149.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | +0.6% | +3.8% | +4.4% |
| 3M | -1.1% | -7.1% | +6.0% | -1.0% |
| 6M | -13.8% | +0.8% | -14.6% | -13.9% |
| YTD | +2.6% | +1.0% | +1.6% | +2.3% |
| 1Y | +24.5% | +4.3% | +20.2% | +24.0% |
| 3Y | +125.8% | +9.9% | +115.9% | +123.1% |
| All | +142.5% | -6.7% | +149.3% | +137.6% |
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