+204.7%
GLDM vs STZ
-26.0%
+230.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | +2.6% | -7.2% | -4.7% |
| 30D | -5.5% | +15.2% | -20.7% | -6.0% |
| 3M | -10.9% | +7.6% | -18.5% | -11.1% |
| 6M | -17.3% | +5.3% | -22.6% | -17.5% |
| YTD | -10.2% | +8.6% | -18.8% | -10.5% |
| 1Y | -6.9% | +15.6% | -22.5% | -7.5% |
| 3Y | +98.7% | -35.2% | +133.8% | +101.1% |
| 5Y | +106.7% | -29.1% | +135.8% | +108.6% |
| All | +204.7% | -26.0% | +230.7% | +202.9% |
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