+746.1%
GLD vs STM
+219.4%
+526.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.4% | +13.2% | +1.3% |
| 7D | +1.9% | -20.1% | +22.0% | +2.7% |
| 30D | -1.8% | -32.0% | +30.2% | -0.4% |
| 3M | -3.6% | -24.2% | +20.5% | -2.7% |
| 6M | -10.2% | -29.9% | +19.7% | -9.2% |
| YTD | -5.3% | +54.9% | -60.1% | -6.8% |
| 1Y | +2.5% | +68.0% | -65.5% | +0.5% |
| 3Y | +103.2% | -0.1% | +103.3% | +101.2% |
| 5Y | +121.1% | -17.9% | +139.0% | +118.9% |
| 10Y | +201.9% | +392.2% | -190.4% | +181.8% |
| All | +746.1% | +219.4% | +526.7% | +727.3% |
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 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