+227.8%
STRL vs GLDM
+105.8%
+122.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.8% | -14.7% | -14.3% |
| 7D | -34.6% | +1.9% | -36.5% | -35.6% |
| 30D | -56.7% | -1.7% | -55.0% | -56.3% |
| 3M | -54.4% | -3.5% | -50.9% | -53.5% |
| 6M | -69.7% | -10.1% | -59.6% | -67.8% |
| YTD | -20.2% | -5.0% | -15.2% | -15.2% |
| 1Y | -40.6% | +2.8% | -43.3% | -37.9% |
| All | +227.8% | +105.8% | +122.0% | +166.5% |
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