+219.3%
GLDM vs STT
+133.5%
+85.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -1.9% | -1.7% | -0.2% | -1.8% |
| 3M | -0.4% | -6.4% | +6.0% | -0.4% |
| 6M | -10.1% | +17.7% | -27.8% | -10.1% |
| YTD | -5.8% | +36.9% | -42.7% | -5.8% |
| 1Y | +3.1% | +52.0% | -48.9% | +3.2% |
| 3Y | +103.4% | +178.6% | -75.2% | +104.9% |
| 5Y | +125.5% | +109.1% | +16.5% | +125.6% |
| All | +219.3% | +133.5% | +85.7% | +223.8% |
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