+2,022.6%
STRL vs GLDM
+143.3%
+1,879.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | -9.2% | +4.4% | -13.6% | -10.9% |
| 3M | -51.0% | -1.1% | -50.0% | -50.9% |
| 6M | +15.8% | -13.7% | +29.4% | +20.6% |
| YTD | +58.9% | +2.8% | +56.1% | +61.3% |
| 1Y | +68.5% | +24.8% | +43.7% | +68.1% |
| 3Y | +485.2% | +127.8% | +357.4% | +442.7% |
| All | +2,022.6% | +143.3% | +1,879.3% | +1,741.8% |
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