+915.1%
MSFT vs GLD
+206.1%
+709.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.3% | -4.6% | +3.3% | -0.7% |
| 30D | -1.8% | -5.5% | +3.6% | -1.2% |
| 3M | +5.6% | -10.9% | +16.5% | +7.0% |
| 6M | +29.8% | -17.4% | +47.2% | +32.4% |
| YTD | +9.0% | -10.3% | +19.3% | +10.0% |
| 1Y | +4.9% | -7.2% | +12.1% | +5.4% |
| 3Y | +46.2% | +96.9% | -50.7% | +31.3% |
| 5Y | +62.1% | +103.8% | -41.6% | +42.7% |
| All | +915.1% | +206.1% | +709.0% | +838.1% |
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