+205.0%
GLD vs STM
+398.5%
-193.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.0% |
| 7D | +4.7% | -10.7% | +15.4% | +5.2% |
| 30D | -0.9% | -25.7% | +24.8% | +0.5% |
| 3M | -4.4% | -21.6% | +17.2% | -3.4% |
| 6M | -13.6% | -27.8% | +14.2% | -12.5% |
| YTD | -6.0% | +61.8% | -67.8% | -7.8% |
| 1Y | +1.8% | +78.1% | -76.3% | -0.5% |
| 3Y | +103.2% | +4.9% | +98.3% | +100.8% |
| 5Y | +119.3% | -14.3% | +133.6% | +116.4% |
| All | +205.0% | +398.5% | -193.5% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling