+205.0%
GLD vs STRL
+3,580.1%
-3,375.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | +4.7% | -26.9% | +31.6% | +5.4% |
| 30D | -0.9% | -52.7% | +51.8% | +0.9% |
| 3M | -4.4% | -52.8% | +48.4% | -2.7% |
| 6M | -13.6% | -71.5% | +57.9% | -11.2% |
| YTD | -6.0% | -17.4% | +11.4% | -5.1% |
| 1Y | +1.8% | -35.0% | +36.7% | +2.8% |
| 3Y | +103.2% | +239.2% | -136.0% | +104.2% |
| 5Y | +119.3% | +830.2% | -710.8% | +119.7% |
| All | +205.0% | +3,580.1% | -3,375.1% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling