-10.2%
GLD vs STM
-28.4%
+18.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.4% | +13.2% | +2.2% |
| 7D | +1.9% | -20.1% | +22.0% | +4.5% |
| 30D | -1.8% | -32.0% | +30.2% | +2.7% |
| 3M | -3.6% | -24.2% | +20.5% | -0.8% |
| 6M | -10.2% | -29.9% | +19.7% | -6.2% |
| All | -10.2% | -28.4% | +18.2% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling