+897.6%
MSTR vs GLDM
+221.7%
+675.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.7% |
| 7D | -8.7% | +1.9% | -10.6% | -9.5% |
| 30D | -21.4% | -1.7% | -19.7% | -20.6% |
| 3M | +31.4% | -3.5% | +35.0% | +35.2% |
| 6M | -30.8% | -10.1% | -20.8% | -26.6% |
| YTD | -14.9% | -5.0% | -9.9% | -11.8% |
| 1Y | -49.3% | +2.8% | -52.1% | -48.9% |
| 3Y | +184.8% | +105.1% | +79.7% | +119.8% |
| 5Y | +62.1% | +124.3% | -62.2% | +20.7% |
| All | +897.6% | +221.7% | +675.9% | +666.7% |
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 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