-25.9%
STRL vs GLDM
+2.8%
-28.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.7% | -25.1% | -24.5% |
| 7D | -27.1% | -0.3% | -26.8% | -27.2% |
| 30D | -45.8% | -1.9% | -43.9% | -44.9% |
| 3M | -47.6% | -0.4% | -47.2% | -47.8% |
| 6M | -46.4% | -10.1% | -36.4% | -40.9% |
| YTD | -7.4% | -5.8% | -1.5% | -1.9% |
| 1Y | -25.9% | +3.1% | -29.0% | -34.1% |
| All | -25.9% | +2.8% | -28.6% | -34.1% |
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