+1,750.8%
STRL vs GLDM
+219.1%
+1,531.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | -26.9% | +4.7% | -31.6% | -28.4% |
| 30D | -52.7% | -0.9% | -51.8% | -52.6% |
| 3M | -52.8% | -4.3% | -48.5% | -52.1% |
| 6M | -71.5% | -13.4% | -58.1% | -70.2% |
| YTD | -17.4% | -5.8% | -11.6% | -14.1% |
| 1Y | -35.0% | +2.1% | -37.0% | -32.9% |
| 3Y | +239.2% | +105.0% | +134.2% | +227.0% |
| 5Y | +830.2% | +122.5% | +707.7% | +777.4% |
| All | +1,750.8% | +219.1% | +1,531.7% | +1,841.7% |
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