+206.1%
GLD vs MSTR
+461.5%
-255.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | -4.6% | -13.4% | +8.8% | -4.3% |
| 30D | -5.5% | -22.1% | +16.6% | -4.9% |
| 3M | -10.9% | +15.0% | -25.9% | -11.2% |
| 6M | -17.4% | -37.3% | +19.9% | -17.0% |
| YTD | -10.3% | -26.5% | +16.2% | -10.2% |
| 1Y | -7.2% | -46.5% | +39.3% | -6.7% |
| 3Y | +96.9% | +121.1% | -24.2% | +93.0% |
| 5Y | +103.8% | +37.5% | +66.2% | +97.6% |
| All | +206.1% | +461.5% | -255.4% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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