+1.8%
GLD vs STM
+75.4%
-73.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.4% |
| 7D | +4.7% | -10.7% | +15.4% | +6.1% |
| 30D | -0.9% | -25.7% | +24.8% | +3.0% |
| 3M | -4.4% | -21.6% | +17.2% | -1.7% |
| 6M | -13.6% | -27.8% | +14.2% | -11.0% |
| YTD | -6.0% | +61.8% | -67.8% | -15.0% |
| 1Y | +1.8% | +78.1% | -76.3% | -8.4% |
| All | +1.8% | +75.4% | -73.7% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling