+145.9%
GLDM vs STZ
-33.3%
+179.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -0.5% | -1.9% | +1.4% | -0.4% |
| 30D | +4.4% | -1.9% | +6.3% | +4.5% |
| 3M | -1.1% | -6.2% | +5.2% | -0.8% |
| 6M | -13.7% | -14.0% | +0.3% | -13.0% |
| YTD | +2.8% | -5.1% | +7.9% | +2.9% |
| 1Y | +24.8% | -9.6% | +34.4% | +25.2% |
| 3Y | +127.8% | -47.2% | +175.0% | +134.2% |
| All | +145.9% | -33.3% | +179.2% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling