-3.9%
GLD vs MSTR
-48.3%
+44.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -2.0% | -14.2% | +12.2% | -0.4% |
| 30D | -4.4% | -19.9% | +15.4% | -2.4% |
| 3M | -8.9% | +27.3% | -36.3% | -11.9% |
| 6M | -16.0% | -37.6% | +21.6% | -14.3% |
| YTD | -7.9% | -19.5% | +11.6% | -9.9% |
| 1Y | -3.9% | -47.1% | +43.2% | -3.9% |
| All | -3.9% | -48.3% | +44.4% | -3.9% |
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