+746.1%
GLD vs STRL
+4,653.7%
-3,907.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.9% | +14.7% | +1.0% |
| 7D | +1.9% | -34.6% | +36.5% | +2.5% |
| 30D | -1.8% | -56.7% | +54.9% | -0.5% |
| 3M | -3.6% | -54.4% | +50.8% | -2.5% |
| 6M | -10.2% | -69.7% | +59.5% | -8.7% |
| YTD | -5.3% | -20.2% | +15.0% | -4.8% |
| 1Y | +2.5% | -40.6% | +43.0% | +3.1% |
| 3Y | +103.2% | +221.7% | -118.5% | +101.6% |
| 5Y | +121.1% | +799.0% | -677.9% | +117.4% |
| 10Y | +201.9% | +3,451.5% | -3,249.6% | +192.4% |
| All | +746.1% | +4,653.7% | -3,907.6% | +737.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling