+212.2%
GLD vs STM
+433.9%
-221.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.5% |
| 7D | +4.9% | -5.6% | +10.5% | +5.2% |
| 30D | -1.3% | -14.4% | +13.1% | -0.7% |
| 3M | -4.8% | -20.5% | +15.7% | -3.8% |
| 6M | -12.5% | -24.5% | +12.0% | -11.6% |
| YTD | -4.2% | +72.7% | -76.9% | -6.4% |
| 1Y | +3.0% | +91.0% | -88.0% | +0.4% |
| 3Y | +109.1% | +13.5% | +95.6% | +105.9% |
| 5Y | +121.6% | -9.2% | +130.8% | +117.9% |
| 10Y | +212.2% | +422.5% | -210.3% | +200.6% |
| All | +212.2% | +433.9% | -221.7% | +200.6% |
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