+4.9%
MSFT vs GLD
-8.2%
+13.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.3% | -4.6% | +3.3% | -0.5% |
| 30D | -1.8% | -5.5% | +3.6% | -1.0% |
| 3M | +5.6% | -10.9% | +16.5% | +7.1% |
| 6M | +29.8% | -17.4% | +47.2% | +31.9% |
| YTD | +9.0% | -10.3% | +19.3% | +12.4% |
| 1Y | +4.9% | -7.2% | +12.1% | +8.8% |
| All | +4.9% | -8.2% | +13.2% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling