-3.6%
GLDM vs STZ
+15.1%
-18.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -2.0% | -0.9% | -1.0% | -1.9% |
| 30D | -4.4% | +14.9% | -19.4% | -5.0% |
| 3M | -8.8% | +8.4% | -17.3% | -9.1% |
| 6M | -15.9% | +2.8% | -18.7% | -15.6% |
| YTD | -7.7% | +7.5% | -15.2% | -9.0% |
| 1Y | -3.6% | +12.5% | -16.1% | -5.1% |
| All | -3.6% | +15.1% | -18.7% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling