+68.5%
STRL vs GLDM
+24.7%
+43.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.5% |
| 7D | +3.4% | -0.5% | +3.9% | +3.8% |
| 30D | -9.2% | +4.4% | -13.6% | -12.6% |
| 3M | -51.0% | -1.1% | -50.0% | -50.6% |
| 6M | +15.8% | -13.7% | +29.4% | +26.3% |
| YTD | +58.9% | +2.8% | +56.1% | +59.2% |
| 1Y | +68.5% | +24.8% | +43.7% | +55.0% |
| All | +68.5% | +24.7% | +43.8% | +55.0% |
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 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