+0.4%
STM vs GLDM
+105.8%
-105.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.8% | -13.2% | -12.8% |
| 7D | -20.1% | +1.9% | -22.0% | -20.8% |
| 30D | -32.0% | -1.7% | -30.3% | -31.4% |
| 3M | -24.2% | -3.5% | -20.6% | -23.0% |
| 6M | -29.9% | -10.1% | -19.9% | -27.0% |
| YTD | +54.9% | -5.0% | +59.9% | +60.1% |
| 1Y | +68.0% | +2.8% | +65.2% | +70.3% |
| All | +0.4% | +105.8% | -105.4% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling