+2,792.2%
MSFT vs GLD
+745.1%
+2,047.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.6% |
| 7D | +1.1% | +1.9% | -0.8% | +1.0% |
| 30D | +1.3% | -1.8% | +3.0% | +1.3% |
| 3M | +10.2% | -3.6% | +13.8% | +10.3% |
| 6M | +30.8% | -10.2% | +41.0% | +31.3% |
| YTD | +11.5% | -5.3% | +16.8% | +11.7% |
| 1Y | +6.5% | +2.5% | +4.1% | +6.4% |
| 3Y | +55.5% | +103.2% | -47.7% | +51.2% |
| 5Y | +66.2% | +121.1% | -54.9% | +60.8% |
| 10Y | +928.0% | +201.9% | +726.1% | +896.5% |
| All | +2,792.2% | +745.1% | +2,047.1% | +2,613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling