+205.0%
GLD vs STZ
+3.4%
+201.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +4.7% | +4.9% | -0.2% | +4.5% |
| 30D | -0.9% | +20.9% | -21.8% | -1.7% |
| 3M | -4.4% | +8.0% | -12.4% | -4.7% |
| 6M | -13.6% | -5.3% | -8.3% | -13.4% |
| YTD | -6.0% | +5.9% | -11.9% | -6.3% |
| 1Y | +1.8% | +14.2% | -12.5% | +1.1% |
| 3Y | +103.2% | -37.0% | +140.1% | +106.1% |
| 5Y | +119.3% | -29.7% | +149.0% | +121.5% |
| All | +205.0% | +3.4% | +201.6% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling