-24.4%
STRL vs GLDM
+1.2%
-25.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.9% | +13.1% | +13.4% |
| 7D | -13.3% | +5.0% | -18.3% | -17.5% |
| 30D | -43.3% | -1.3% | -42.0% | -42.6% |
| 3M | -46.9% | -4.7% | -42.2% | -44.6% |
| 6M | -65.6% | -12.4% | -53.2% | -61.5% |
| YTD | -5.1% | -4.1% | -1.0% | +1.3% |
| All | -24.4% | +1.2% | -25.6% | -26.0% |
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