+129.7%
GLDM vs STT
+207.1%
-77.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +4.4% | +3.9% | +0.5% | +4.0% |
| 3M | -1.1% | +20.0% | -21.0% | -2.5% |
| 6M | -13.7% | +55.3% | -69.0% | -16.3% |
| YTD | +2.8% | +53.3% | -50.6% | -0.2% |
| 1Y | +24.8% | +74.7% | -49.9% | +20.7% |
| All | +129.7% | +207.1% | -77.5% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling