+104.8%
GLD vs STT
+164.8%
-60.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.3% |
| 7D | +1.9% | -4.9% | +6.8% | +2.4% |
| 30D | -1.8% | -6.0% | +4.2% | -1.1% |
| 3M | -3.6% | -11.7% | +8.0% | -2.4% |
| 6M | -10.2% | +11.7% | -21.9% | -10.8% |
| YTD | -5.3% | +30.4% | -35.7% | -6.9% |
| 1Y | +2.5% | +43.9% | -41.5% | +0.3% |
| All | +104.8% | +164.8% | -60.0% | +92.4% |
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