+922.9%
MSFT vs GLD
+203.9%
+718.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.9% |
| 7D | +2.3% | +2.8% | -0.5% | +2.0% |
| 30D | -0.4% | -4.0% | +3.6% | +0.1% |
| 3M | +5.6% | -8.2% | +13.8% | +6.5% |
| 6M | +29.0% | -14.8% | +43.8% | +31.0% |
| YTD | +10.9% | -6.8% | +17.7% | +11.4% |
| 1Y | +6.2% | -2.4% | +8.6% | +6.1% |
| 3Y | +47.6% | +105.8% | -58.2% | +31.8% |
| 5Y | +67.9% | +113.3% | -45.4% | +47.0% |
| 10Y | +922.9% | +208.4% | +714.4% | +849.1% |
| All | +922.9% | +203.9% | +718.9% | +849.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 10y: compounded portfolio wealth divided by compounded GLD 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…
10y analysis · Full analysis span regression · 6 months rolling