+222.0%
GLDM vs STT
+122.5%
+99.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.6% | +0.9% |
| 7D | +1.9% | -4.9% | +6.8% | +1.9% |
| 30D | -1.7% | -6.0% | +4.3% | -1.6% |
| 3M | -3.5% | -11.7% | +8.1% | -3.5% |
| 6M | -10.1% | +11.7% | -21.7% | -10.0% |
| YTD | -5.0% | +30.4% | -35.5% | -5.0% |
| 1Y | +2.8% | +43.9% | -41.2% | +2.9% |
| 3Y | +105.1% | +165.4% | -60.3% | +106.7% |
| 5Y | +124.3% | +101.0% | +23.3% | +124.5% |
| All | +222.0% | +122.5% | +99.4% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling