+105.0%
GLDM vs STT
+165.4%
-60.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.7% | -2.5% | +7.1% | +4.9% |
| 30D | -0.9% | -5.0% | +4.1% | -0.4% |
| 3M | -4.3% | -10.5% | +6.2% | -3.3% |
| 6M | -13.4% | +10.0% | -23.4% | -13.8% |
| YTD | -5.8% | +30.7% | -36.5% | -7.3% |
| 1Y | +2.1% | +43.8% | -41.7% | +0.1% |
| 3Y | +105.0% | +168.1% | -63.1% | +93.2% |
| All | +105.0% | +165.4% | -60.3% | +93.2% |
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