+109.7%
GLD vs MSI
+127.9%
-18.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -2.0% | +7.7% | -9.7% | -2.2% |
| 30D | -4.4% | +19.9% | -24.4% | -5.1% |
| 3M | -8.9% | +14.9% | -23.9% | -9.4% |
| 6M | -16.0% | +37.2% | -53.2% | -17.2% |
| YTD | -7.9% | +40.8% | -48.6% | -9.4% |
| 1Y | -3.9% | +38.1% | -42.0% | -5.4% |
| 3Y | +103.4% | +77.7% | +25.7% | +97.5% |
| 5Y | +109.7% | +129.0% | -19.3% | +103.5% |
| All | +109.7% | +127.9% | -18.2% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling