+63.3%
MSFT vs GLD
+109.9%
-46.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.1% |
| 7D | -6.2% | -2.0% | -4.3% | -6.0% |
| 30D | -3.7% | -4.4% | +0.7% | -3.2% |
| 3M | +3.6% | -8.9% | +12.6% | +4.6% |
| 6M | +26.8% | -16.0% | +42.8% | +28.8% |
| YTD | +8.4% | -7.9% | +16.3% | +9.0% |
| 1Y | +3.3% | -3.9% | +7.2% | +3.4% |
| 3Y | +44.3% | +103.4% | -59.2% | +26.5% |
| 5Y | +63.3% | +109.7% | -46.4% | +31.0% |
| All | +63.3% | +109.9% | -46.6% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling