+816.6%
GLD vs STZ
+607.1%
+209.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | -1.9% | +1.4% | -0.5% |
| 30D | +4.4% | -1.9% | +6.3% | +4.4% |
| 3M | -1.1% | -6.2% | +5.1% | -1.0% |
| 6M | -13.8% | -14.0% | +0.2% | -13.5% |
| YTD | +2.6% | -5.1% | +7.8% | +2.7% |
| 1Y | +24.5% | -9.6% | +34.1% | +24.7% |
| 3Y | +125.8% | -47.2% | +173.1% | +128.4% |
| 5Y | +137.8% | -33.6% | +171.4% | +139.4% |
| 10Y | +221.4% | -9.8% | +231.1% | +220.7% |
| All | +816.6% | +607.1% | +209.5% | +759.2% |
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 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