+248.5%
GLDM vs STT
+161.6%
+86.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | +4.4% | +3.9% | +0.5% | +4.4% |
| 3M | -1.1% | +20.0% | -21.0% | -1.1% |
| 6M | -13.7% | +55.3% | -69.0% | -13.7% |
| YTD | +2.8% | +53.3% | -50.6% | +2.7% |
| 1Y | +24.8% | +74.7% | -49.9% | +25.0% |
| 3Y | +127.8% | +205.8% | -78.0% | +129.3% |
| 5Y | +141.1% | +145.0% | -3.9% | +141.4% |
| All | +248.5% | +161.6% | +86.8% | +253.2% |
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 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