+219.4%
GLDM vs STZ
-27.9%
+247.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +4.7% | +4.9% | -0.2% | +4.5% |
| 30D | -0.9% | +20.9% | -21.7% | -1.6% |
| 3M | -4.3% | +8.0% | -12.3% | -4.6% |
| 6M | -13.4% | -5.3% | -8.1% | -13.2% |
| YTD | -5.8% | +5.9% | -11.7% | -6.1% |
| 1Y | +2.1% | +14.2% | -12.2% | +1.5% |
| 3Y | +105.0% | -37.0% | +142.0% | +107.7% |
| 5Y | +122.5% | -29.7% | +152.2% | +124.6% |
| All | +219.4% | -27.9% | +247.3% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling