+104.6%
GLD vs STZ
-34.9%
+139.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | +5.3% | -2.5% | +2.6% |
| 30D | -4.0% | +19.6% | -23.6% | -4.8% |
| 3M | -8.2% | +10.0% | -18.2% | -8.7% |
| 6M | -14.8% | -0.3% | -14.6% | -14.7% |
| YTD | -6.8% | +8.6% | -15.4% | -7.3% |
| 1Y | -2.4% | +16.6% | -19.0% | -3.3% |
| All | +104.6% | -34.9% | +139.6% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling