+952.8%
STRL vs GLDM
+112.9%
+840.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.5% |
| 7D | +7.1% | -2.0% | +9.1% | +8.0% |
| 30D | -39.4% | -4.4% | -34.9% | -38.2% |
| 3M | -43.0% | -8.8% | -34.1% | -40.6% |
| 6M | -65.0% | -15.9% | -49.1% | -62.4% |
| YTD | -0.8% | -7.7% | +6.9% | +5.7% |
| 1Y | -20.3% | -3.6% | -16.7% | -15.6% |
| 3Y | +356.5% | +105.2% | +251.3% | +341.5% |
| 5Y | +952.8% | +112.8% | +840.1% | +842.7% |
| All | +952.8% | +112.9% | +840.0% | +842.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling