+746.1%
GLD vs MSTR
+1,830.1%
-1,084.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.3% | +10.1% | +1.0% |
| 7D | +1.9% | -8.7% | +10.6% | +2.0% |
| 30D | -1.8% | -21.4% | +19.6% | -1.4% |
| 3M | -3.6% | +31.4% | -35.1% | -4.2% |
| 6M | -10.2% | -30.8% | +20.6% | -10.0% |
| YTD | -5.3% | -14.9% | +9.7% | -5.4% |
| 1Y | +2.5% | -49.3% | +51.7% | +2.8% |
| 3Y | +103.2% | +184.8% | -81.6% | +98.8% |
| 5Y | +121.1% | +62.1% | +59.0% | +115.1% |
| 10Y | +201.9% | +580.0% | -378.1% | +190.7% |
| All | +746.1% | +1,830.1% | -1,084.1% | +689.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling