-8.1%
GLD vs MSI
+36.2%
-44.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -5.5% | +2.6% | -8.1% | -5.4% |
| 30D | -7.0% | +18.1% | -25.1% | -6.4% |
| 3M | -12.4% | +13.2% | -25.6% | -11.9% |
| 6M | -18.0% | +36.3% | -54.3% | -17.4% |
| YTD | -10.5% | +39.5% | -50.0% | -10.2% |
| 1Y | -8.1% | +36.9% | -44.9% | -7.8% |
| All | -8.1% | +36.2% | -44.2% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling