+206.1%
GLD vs MSI
+664.3%
-458.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.6% | +3.2% | -7.8% | -4.7% |
| 30D | -5.5% | +17.6% | -23.1% | -5.9% |
| 3M | -10.9% | +14.5% | -25.4% | -11.2% |
| 6M | -17.4% | +34.3% | -51.7% | -18.1% |
| YTD | -10.3% | +39.7% | -50.0% | -11.2% |
| 1Y | -7.2% | +40.2% | -47.3% | -8.1% |
| 3Y | +96.9% | +77.1% | +19.8% | +93.7% |
| 5Y | +103.8% | +124.0% | -20.3% | +99.2% |
| All | +206.1% | +664.3% | -458.2% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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