+381.7%
GLD vs MSCI
+3,169.6%
-2,787.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.8% |
| 7D | +1.9% | +6.0% | -4.2% | +1.8% |
| 30D | -1.8% | +18.2% | -20.0% | -1.9% |
| 3M | -3.6% | +15.1% | -18.7% | -3.8% |
| 6M | -10.2% | +13.7% | -24.0% | -10.4% |
| YTD | -5.3% | +15.6% | -20.9% | -5.4% |
| 1Y | +2.5% | +16.3% | -13.9% | +2.2% |
| 3Y | +103.2% | +36.9% | +66.3% | +102.2% |
| 5Y | +121.1% | +6.3% | +114.8% | +120.0% |
| 10Y | +201.9% | +823.0% | -621.1% | +203.4% |
| All | +381.7% | +3,169.6% | -2,787.9% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling