+0.3%
GLD vs MSTR
-49.7%
+50.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | +4.9% | -4.0% | +8.9% | +5.3% |
| 30D | -1.3% | -18.6% | +17.3% | +0.7% |
| 3M | -4.8% | +25.6% | -30.3% | -7.7% |
| 6M | -12.5% | -33.1% | +20.5% | -11.3% |
| YTD | -4.2% | -17.3% | +13.1% | -6.6% |
| All | +0.3% | -49.7% | +50.0% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling