+121.1%
GLD vs MSTR
+60.8%
+60.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.3% | +10.1% | +1.1% |
| 7D | +1.9% | -8.7% | +10.6% | +2.2% |
| 30D | -1.8% | -21.4% | +19.6% | -1.1% |
| 3M | -3.6% | +31.4% | -35.1% | -4.6% |
| 6M | -10.2% | -30.8% | +20.6% | -9.9% |
| YTD | -5.3% | -14.9% | +9.7% | -5.6% |
| 1Y | +2.5% | -49.3% | +51.7% | +3.0% |
| 3Y | +103.2% | +184.8% | -81.6% | +95.0% |
| 5Y | +121.1% | +62.1% | +59.0% | +109.5% |
| All | +121.1% | +60.8% | +60.2% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling