+732.3%
GLD vs STZ
+709.1%
+23.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | +5.3% | -2.5% | +2.7% |
| 30D | -4.0% | +19.6% | -23.6% | -4.4% |
| 3M | -8.2% | +10.0% | -18.2% | -8.5% |
| 6M | -14.8% | -0.3% | -14.6% | -14.9% |
| YTD | -6.8% | +8.6% | -15.4% | -7.0% |
| 1Y | -2.4% | +16.6% | -19.0% | -2.8% |
| 3Y | +105.8% | -34.8% | +140.6% | +107.1% |
| 5Y | +113.3% | -27.8% | +141.2% | +114.3% |
| 10Y | +208.4% | +12.5% | +195.9% | +206.6% |
| All | +732.3% | +709.1% | +23.2% | +677.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling