+212.2%
GLD vs MSTR
+568.7%
-356.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +1.9% |
| 7D | +4.9% | -4.0% | +8.9% | +5.0% |
| 30D | -1.3% | -18.6% | +17.3% | -0.9% |
| 3M | -4.8% | +25.6% | -30.3% | -5.3% |
| 6M | -12.5% | -33.1% | +20.5% | -12.2% |
| YTD | -4.2% | -17.3% | +13.1% | -4.4% |
| 1Y | +3.0% | -48.1% | +51.1% | +3.4% |
| 3Y | +109.1% | +154.2% | -45.1% | +104.4% |
| 5Y | +121.6% | +46.2% | +75.4% | +114.3% |
| 10Y | +212.2% | +554.5% | -342.3% | +206.2% |
| All | +212.2% | +568.7% | -356.5% | +206.2% |
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