+446.9%
MSFT vs GLDM
+248.1%
+198.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 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% | +25.3% |
| YTD | +4.0% | +2.8% | +1.2% | +3.3% |
| 1Y | -0.8% | +24.8% | -25.7% | -3.8% |
| 3Y | +55.6% | +127.8% | -72.2% | +37.2% |
| 5Y | +72.9% | +141.1% | -68.2% | +48.6% |
| All | +446.9% | +248.1% | +198.8% | +421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling