+53.3%
MSFT vs GLDM
+128.8%
-75.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +2.7% | +4.4% | -1.7% | +2.4% |
| 3M | +17.0% | -1.1% | +18.0% | +16.8% |
| 6M | +23.8% | -13.7% | +37.5% | +24.1% |
| YTD | +4.0% | +2.8% | +1.2% | +4.1% |
| 1Y | -0.8% | +24.8% | -25.7% | -1.0% |
| All | +53.3% | +128.8% | -75.4% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 3y: compounded portfolio wealth divided by compounded GLDM 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…
3y analysis · Full analysis span regression · 6 months rolling