+98.3%
STM vs GLDM
-8.0%
+106.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | -4.6% | +16.6% | +15.2% |
| 30D | -0.4% | -5.5% | +5.1% | +3.1% |
| 3M | -13.2% | -10.9% | -2.3% | -6.9% |
| 6M | -26.1% | -17.3% | -8.7% | -18.2% |
| YTD | +81.2% | -10.2% | +91.3% | +103.2% |
| 1Y | +98.3% | -6.9% | +105.3% | +120.9% |
| All | +98.3% | -8.0% | +106.3% | +120.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling