+47.6%
MSFT vs GLDM
+106.4%
-58.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.9% |
| 7D | +2.3% | +2.9% | -0.5% | +2.1% |
| 30D | -0.4% | -3.9% | +3.5% | 0.0% |
| 3M | +5.6% | -8.1% | +13.7% | +6.2% |
| 6M | +29.0% | -14.7% | +43.7% | +30.0% |
| YTD | +10.9% | -6.6% | +17.5% | +11.8% |
| 1Y | +6.2% | -2.1% | +8.3% | +6.9% |
| 3Y | +47.6% | +107.7% | -60.1% | +36.7% |
| All | +47.6% | +106.4% | -58.8% | +36.7% |
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