+104.8%
GLD vs STM
+0.3%
+104.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.4% | +13.2% | +1.8% |
| 7D | +1.9% | -20.1% | +22.0% | +3.6% |
| 30D | -1.8% | -32.0% | +30.2% | +1.1% |
| 3M | -3.6% | -24.2% | +20.5% | -1.8% |
| 6M | -10.2% | -29.9% | +19.7% | -8.1% |
| YTD | -5.3% | +54.9% | -60.1% | -7.2% |
| 1Y | +2.5% | +68.0% | -65.5% | +0.1% |
| All | +104.8% | +0.3% | +104.5% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling