+112.1%
GLD vs STRL
+924.6%
-812.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +2.8% | -19.8% | +22.6% | +3.5% |
| 30D | -4.0% | -43.6% | +39.6% | -1.7% |
| 3M | -8.2% | -45.2% | +37.0% | -6.1% |
| 6M | -14.8% | -65.7% | +50.9% | -11.4% |
| YTD | -6.8% | -5.4% | -1.4% | -6.3% |
| 1Y | -2.4% | -24.7% | +22.3% | -1.6% |
| 3Y | +105.8% | +335.0% | -229.3% | +103.1% |
| All | +112.1% | +924.6% | -812.5% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling