+816.6%
GLD vs STT
+572.2%
+244.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | +4.4% | +3.9% | +0.5% | +4.4% |
| 3M | -1.1% | +20.0% | -21.0% | -0.9% |
| 6M | -13.8% | +55.3% | -69.1% | -13.4% |
| YTD | +2.6% | +53.3% | -50.7% | +3.1% |
| 1Y | +24.5% | +74.7% | -50.2% | +25.3% |
| 3Y | +125.8% | +205.8% | -80.0% | +129.0% |
| 5Y | +137.8% | +145.0% | -7.2% | +140.6% |
| 10Y | +221.4% | +266.0% | -44.6% | +229.1% |
| All | +816.6% | +572.2% | +244.3% | +803.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling