+2,763.5%
MSFT vs GLD
+738.4%
+2,025.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +1.7% | +4.7% | -3.0% | +1.5% |
| 30D | +0.2% | -0.9% | +1.1% | +0.2% |
| 3M | +6.4% | -4.4% | +10.8% | +6.5% |
| 6M | +28.7% | -13.6% | +42.3% | +29.4% |
| YTD | +10.4% | -6.0% | +16.4% | +10.6% |
| 1Y | +7.6% | +1.8% | +5.9% | +7.5% |
| 3Y | +52.3% | +103.2% | -50.9% | +48.2% |
| 5Y | +64.5% | +119.3% | -54.8% | +59.2% |
| 10Y | +917.8% | +199.5% | +718.3% | +887.0% |
| All | +2,763.5% | +738.4% | +2,025.0% | +2,587.5% |
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