+746.1%
GLD vs MSI
+967.4%
-221.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.7% |
| 7D | +1.9% | +5.1% | -3.2% | +1.8% |
| 30D | -1.8% | +13.3% | -15.1% | -1.9% |
| 3M | -3.6% | +18.3% | -21.9% | -3.9% |
| 6M | -10.2% | +18.7% | -28.9% | -10.5% |
| YTD | -5.3% | +36.0% | -41.2% | -5.7% |
| 1Y | +2.5% | +32.6% | -30.1% | +2.0% |
| 3Y | +103.2% | +78.3% | +24.9% | +101.4% |
| 5Y | +121.1% | +121.6% | -0.5% | +118.5% |
| 10Y | +201.9% | +689.0% | -487.1% | +194.8% |
| All | +746.1% | +967.4% | -221.3% | +721.6% |
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