+73.5%
MSFT vs GLD
+139.9%
-66.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +2.7% | +4.4% | -1.7% | +2.2% |
| 3M | +17.0% | -1.1% | +18.1% | +16.9% |
| 6M | +23.8% | -13.8% | +37.6% | +25.0% |
| YTD | +4.0% | +2.6% | +1.3% | +3.4% |
| 1Y | -0.8% | +24.5% | -25.3% | -3.4% |
| 3Y | +55.6% | +125.8% | -70.2% | +36.6% |
| All | +73.5% | +139.9% | -66.4% | +40.0% |
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