+109.1%
GLD vs STT
+178.8%
-69.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.5% |
| 7D | +4.9% | +0.9% | +4.0% | +4.8% |
| 30D | -1.3% | -2.3% | +1.0% | -1.1% |
| 3M | -4.8% | -7.0% | +2.2% | -4.1% |
| 6M | -12.5% | +15.5% | -28.0% | -13.4% |
| YTD | -4.2% | +35.6% | -39.8% | -6.3% |
| 1Y | +3.0% | +47.9% | -44.8% | +0.5% |
| 3Y | +109.1% | +181.1% | -72.0% | +97.5% |
| All | +109.1% | +178.8% | -69.7% | +97.5% |
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