+107.1%
MSTR vs GLDM
+143.2%
-36.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.4% |
| 7D | +7.7% | +0.2% | +7.6% | +7.8% |
| 30D | +36.3% | +0.3% | +36.1% | +37.2% |
| 3M | +13.4% | +3.3% | +10.1% | +12.3% |
| 6M | -4.5% | -14.5% | +10.0% | +4.7% |
| YTD | -12.7% | +1.9% | -14.6% | -13.9% |
| 1Y | -59.6% | +21.1% | -80.7% | -64.6% |
| 3Y | +272.5% | +128.6% | +143.9% | +102.4% |
| 5Y | +107.1% | +143.8% | -36.6% | +2.2% |
| All | +107.1% | +143.2% | -36.1% | +2.2% |
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 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