+127.7%
GLD vs STM
+16.2%
+111.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -0.5% | +5.8% | -6.3% | -0.9% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | -1.1% | -33.3% | +32.2% | +1.3% |
| 6M | -13.8% | +57.4% | -71.1% | -16.0% |
| YTD | +2.6% | +102.2% | -99.6% | -0.9% |
| 1Y | +24.5% | +99.6% | -75.1% | +20.2% |
| All | +127.7% | +16.2% | +111.5% | +120.3% |
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