+739.4%
GLD vs STT
+472.9%
+266.5%
-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 | +4.7% | -2.5% | +7.2% | +4.7% |
| 30D | -0.9% | -5.0% | +4.1% | -0.9% |
| 3M | -4.4% | -10.5% | +6.1% | -4.5% |
| 6M | -13.6% | +10.0% | -23.6% | -13.5% |
| YTD | -6.0% | +30.7% | -36.7% | -5.7% |
| 1Y | +1.8% | +43.8% | -42.0% | +2.2% |
| 3Y | +103.2% | +168.1% | -64.9% | +105.8% |
| 5Y | +119.3% | +101.4% | +17.9% | +121.5% |
| 10Y | +199.5% | +211.3% | -11.8% | +206.2% |
| All | +739.4% | +472.9% | +266.5% | +726.3% |
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