+212.2%
GLD vs STT
+211.9%
+0.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.9% |
| 7D | +4.9% | +0.9% | +4.0% | +4.9% |
| 30D | -1.3% | -2.3% | +1.0% | -1.3% |
| 3M | -4.8% | -7.0% | +2.2% | -4.7% |
| 6M | -12.5% | +15.5% | -28.0% | -12.4% |
| YTD | -4.2% | +35.6% | -39.8% | -4.1% |
| 1Y | +3.0% | +47.9% | -44.8% | +3.3% |
| 3Y | +109.1% | +181.1% | -72.0% | +111.4% |
| 5Y | +121.6% | +108.2% | +13.4% | +122.3% |
| 10Y | +212.2% | +201.0% | +11.2% | +233.1% |
| All | +212.2% | +211.9% | +0.4% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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