+212.2%
GLD vs STRL
+4,310.8%
-4,098.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +15.0% | -13.1% | +1.5% |
| 7D | +4.9% | -13.3% | +18.3% | +5.1% |
| 30D | -1.3% | -43.3% | +42.0% | 0.0% |
| 3M | -4.8% | -46.9% | +42.1% | -3.4% |
| 6M | -12.5% | -65.6% | +53.1% | -10.5% |
| YTD | -4.2% | -5.1% | +0.8% | -3.7% |
| 1Y | +3.0% | -23.1% | +26.1% | +3.7% |
| 3Y | +109.1% | +346.8% | -237.7% | +109.4% |
| 5Y | +121.6% | +907.2% | -785.6% | +121.0% |
| 10Y | +212.2% | +3,988.2% | -3,776.0% | +214.6% |
| All | +212.2% | +4,310.8% | -4,098.6% | +214.6% |
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