+142.5%
GLD vs STRL
+2,010.6%
-1,868.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.1% |
| 7D | -0.5% | +3.4% | -3.9% | -0.7% |
| 30D | +4.4% | -9.2% | +13.6% | +4.8% |
| 3M | -1.1% | -51.0% | +50.0% | +1.5% |
| 6M | -13.8% | +15.8% | -29.6% | -14.5% |
| YTD | +2.6% | +58.9% | -56.2% | +1.2% |
| 1Y | +24.5% | +68.5% | -44.0% | +22.7% |
| 3Y | +125.8% | +485.2% | -359.4% | +119.2% |
| All | +142.5% | +2,010.6% | -1,868.0% | +127.0% |
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