+8.8%
SBUX vs GLDM
+116.0%
-107.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | +4.9% | +2.9% | +2.1% | +4.6% |
| 30D | +21.2% | -3.9% | +25.1% | +21.6% |
| 3M | +5.7% | -8.1% | +13.8% | +6.4% |
| 6M | +6.0% | -14.7% | +20.7% | +7.6% |
| YTD | +32.9% | -6.6% | +39.5% | +33.5% |
| 1Y | +33.3% | -2.1% | +35.3% | +33.1% |
| 3Y | +13.0% | +107.7% | -94.7% | +0.1% |
| 5Y | +8.8% | +116.5% | -107.6% | -11.5% |
| All | +8.8% | +116.0% | -107.2% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling