+73.5%
MSFT vs GLDM
+143.3%
-69.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +2.7% | +4.4% | -1.7% | +2.2% |
| 3M | +17.0% | -1.1% | +18.0% | +16.9% |
| 6M | +23.8% | -13.7% | +37.5% | +24.9% |
| YTD | +4.0% | +2.8% | +1.2% | +3.5% |
| 1Y | -0.8% | +24.8% | -25.7% | -3.1% |
| 3Y | +55.6% | +127.8% | -72.2% | +38.0% |
| All | +73.5% | +143.3% | -69.8% | +41.7% |
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 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