+219.3%
GLDM vs STZ
-26.1%
+245.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.7% | +3.5% |
| 7D | -0.3% | +13.0% | -13.3% | -0.7% |
| 30D | -1.9% | +29.4% | -31.3% | -2.8% |
| 3M | -0.4% | +11.6% | -12.0% | -0.8% |
| 6M | -10.1% | -0.2% | -9.8% | -10.1% |
| YTD | -5.8% | +8.6% | -14.4% | -6.2% |
| 1Y | +3.1% | +15.9% | -12.8% | +2.4% |
| 3Y | +103.4% | -35.4% | +138.8% | +105.9% |
| 5Y | +125.5% | -26.9% | +152.4% | +127.3% |
| All | +219.3% | -26.1% | +245.4% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling