+152.8%
SBUX vs GLDM
+221.7%
-68.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.3% |
| 7D | +0.6% | +1.9% | -1.3% | +0.5% |
| 30D | +10.5% | -1.7% | +12.1% | +10.5% |
| 3M | +0.7% | -3.5% | +4.3% | +0.9% |
| 6M | +2.3% | -10.1% | +12.4% | +3.1% |
| YTD | +28.4% | -5.0% | +33.4% | +28.8% |
| 1Y | +31.4% | +2.8% | +28.6% | +30.9% |
| 3Y | +11.5% | +105.1% | -93.6% | +4.4% |
| 5Y | +2.2% | +124.3% | -122.1% | -6.3% |
| All | +152.8% | +221.7% | -68.9% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling