+96.9%
GLD vs STT
+182.6%
-85.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | +4.8% | -9.3% | -5.1% |
| 30D | -5.5% | +3.9% | -9.4% | -5.9% |
| 3M | -10.9% | -8.2% | -2.8% | -10.2% |
| 6M | -17.4% | +15.6% | -33.0% | -18.4% |
| YTD | -10.3% | +37.6% | -47.9% | -12.4% |
| 1Y | -7.2% | +50.1% | -57.3% | -9.7% |
| 3Y | +96.9% | +183.1% | -86.1% | +84.0% |
| All | +96.9% | +182.6% | -85.7% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling