+739.4%
GLD vs MSI
+962.2%
-222.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +4.7% | +4.7% | 0.0% | +4.6% |
| 30D | -0.9% | +14.8% | -15.7% | -1.1% |
| 3M | -4.4% | +8.8% | -13.2% | -4.5% |
| 6M | -13.6% | +19.3% | -32.9% | -13.8% |
| YTD | -6.0% | +35.3% | -41.3% | -6.5% |
| 1Y | +1.8% | +33.8% | -32.0% | +1.3% |
| 3Y | +103.2% | +74.4% | +28.7% | +101.5% |
| 5Y | +119.3% | +120.5% | -1.2% | +116.8% |
| 10Y | +199.5% | +685.2% | -485.7% | +192.4% |
| All | +739.4% | +962.2% | -222.8% | +715.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling