+204.3%
GLDM vs STT
+135.2%
+69.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -5.5% | +5.1% | -10.6% | -5.5% |
| 30D | -7.0% | -0.2% | -6.8% | -7.0% |
| 3M | -12.3% | -8.1% | -4.1% | -12.3% |
| 6M | -17.9% | +16.6% | -34.6% | -17.9% |
| YTD | -10.3% | +37.8% | -48.1% | -10.2% |
| 1Y | -7.8% | +46.8% | -54.6% | -7.7% |
| 3Y | +99.5% | +181.2% | -81.7% | +100.9% |
| 5Y | +106.5% | +105.1% | +1.3% | +106.3% |
| All | +204.3% | +135.2% | +69.1% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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