+121.1%
GLD vs MSCI
+4.3%
+116.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.9% |
| 7D | +1.9% | +6.0% | -4.2% | +1.7% |
| 30D | -1.8% | +18.2% | -20.0% | -2.2% |
| 3M | -3.6% | +15.1% | -18.7% | -4.0% |
| 6M | -10.2% | +13.7% | -24.0% | -10.7% |
| YTD | -5.3% | +15.6% | -20.9% | -5.9% |
| 1Y | +2.5% | +16.3% | -13.9% | +1.7% |
| 3Y | +103.2% | +36.9% | +66.3% | +99.0% |
| 5Y | +121.1% | +6.3% | +114.8% | +116.5% |
| All | +121.1% | +4.3% | +116.8% | +116.5% |
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