+104.1%
GLD vs MSTR
+36.1%
+67.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | -4.6% | -13.4% | +8.8% | -4.1% |
| 30D | -5.5% | -22.1% | +16.6% | -4.8% |
| 3M | -10.9% | +15.0% | -25.9% | -11.4% |
| 6M | -17.4% | -37.3% | +19.9% | -16.8% |
| YTD | -10.3% | -26.5% | +16.2% | -10.2% |
| 1Y | -7.2% | -46.5% | +39.3% | -6.6% |
| 3Y | +96.9% | +121.1% | -24.2% | +90.1% |
| All | +104.1% | +36.1% | +67.9% | +94.3% |
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