+109.3%
GLD vs STZ
-29.4%
+138.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | -2.0% | -0.9% | -1.0% | -1.9% |
| 30D | -4.4% | +14.9% | -19.4% | -5.1% |
| 3M | -8.9% | +8.4% | -17.4% | -9.3% |
| 6M | -16.0% | +2.8% | -18.8% | -16.1% |
| YTD | -7.9% | +7.5% | -15.4% | -8.3% |
| 1Y | -3.9% | +12.5% | -16.4% | -4.6% |
| 3Y | +103.4% | -35.4% | +138.8% | +107.7% |
| All | +109.3% | -29.4% | +138.7% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling