+248.5%
GLDM vs STZ
-35.4%
+283.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -0.5% | -1.9% | +1.4% | -0.5% |
| 30D | +4.4% | -1.9% | +6.3% | +4.5% |
| 3M | -1.1% | -6.2% | +5.2% | -0.9% |
| 6M | -13.7% | -14.0% | +0.3% | -13.2% |
| YTD | +2.8% | -5.1% | +7.9% | +2.9% |
| 1Y | +24.8% | -9.6% | +34.4% | +25.1% |
| 3Y | +127.8% | -47.2% | +175.0% | +132.3% |
| 5Y | +141.1% | -33.6% | +174.7% | +144.1% |
| All | +248.5% | -35.4% | +283.9% | +248.3% |
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