+66.2%
MSFT vs GLDM
+126.2%
-60.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.7% |
| 7D | +1.1% | +1.9% | -0.8% | +0.9% |
| 30D | +1.3% | -1.7% | +2.9% | +1.4% |
| 3M | +10.2% | -3.5% | +13.7% | +10.4% |
| 6M | +30.8% | -10.1% | +40.9% | +31.8% |
| YTD | +11.5% | -5.0% | +16.6% | +11.7% |
| 1Y | +6.5% | +2.8% | +3.8% | +6.0% |
| 3Y | +55.5% | +105.1% | -49.6% | +38.1% |
| 5Y | +66.2% | +124.3% | -58.1% | +32.5% |
| All | +66.2% | +126.2% | -60.0% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling