+504.0%
STRL vs GLDM
+128.8%
+375.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.2% |
| 7D | +3.4% | -0.5% | +3.9% | +3.7% |
| 30D | -9.2% | +4.4% | -13.6% | -11.3% |
| 3M | -51.0% | -1.1% | -50.0% | -50.8% |
| 6M | +15.8% | -13.7% | +29.4% | +21.7% |
| YTD | +58.9% | +2.8% | +56.1% | +62.0% |
| 1Y | +68.5% | +24.8% | +43.7% | +68.9% |
| All | +504.0% | +128.8% | +375.3% | +511.2% |
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