+816.6%
GLD vs STM
+316.9%
+499.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -0.5% | +5.8% | -6.3% | -0.7% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | -1.1% | -33.3% | +32.2% | +0.2% |
| 6M | -13.8% | +57.4% | -71.1% | -15.3% |
| YTD | +2.6% | +102.2% | -99.6% | 0.0% |
| 1Y | +24.5% | +99.6% | -75.1% | +21.3% |
| 3Y | +125.8% | +14.5% | +111.3% | +122.4% |
| 5Y | +137.8% | +21.4% | +116.4% | +132.4% |
| 10Y | +221.4% | +695.0% | -473.6% | +195.3% |
| All | +816.6% | +316.9% | +499.7% | +787.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling