+87.4%
STM vs GLDM
+221.7%
-134.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.8% | -13.2% | -12.7% |
| 7D | -20.1% | +1.9% | -22.0% | -20.8% |
| 30D | -32.0% | -1.7% | -30.3% | -31.5% |
| 3M | -24.2% | -3.5% | -20.6% | -23.1% |
| 6M | -29.9% | -10.1% | -19.9% | -27.0% |
| YTD | +54.9% | -5.0% | +59.9% | +58.5% |
| 1Y | +68.0% | +2.8% | +65.2% | +67.7% |
| 3Y | -0.1% | +105.1% | -105.2% | -22.3% |
| 5Y | -17.9% | +124.3% | -142.2% | -39.7% |
| All | +87.4% | +221.7% | -134.3% | +25.9% |
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