+160.6%
SBUX vs GLDM
+225.0%
-64.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +2.0% | +3.7% |
| 7D | +4.8% | +5.0% | -0.1% | +4.4% |
| 30D | +20.6% | -1.3% | +21.9% | +20.7% |
| 3M | +4.3% | -4.7% | +9.0% | +4.5% |
| 6M | +5.5% | -12.4% | +17.9% | +6.5% |
| YTD | +32.3% | -4.1% | +36.4% | +32.6% |
| 1Y | +31.2% | +3.3% | +27.8% | +30.7% |
| 3Y | +14.8% | +110.9% | -96.1% | +7.2% |
| 5Y | +8.0% | +124.8% | -116.8% | -1.1% |
| All | +160.6% | +225.0% | -64.5% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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