+799.0%
STRL vs GLDM
+126.2%
+672.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.8% | -14.7% | -14.2% |
| 7D | -34.6% | +1.9% | -36.5% | -35.4% |
| 30D | -56.7% | -1.7% | -55.0% | -56.3% |
| 3M | -54.4% | -3.5% | -50.9% | -53.7% |
| 6M | -69.7% | -10.1% | -59.6% | -68.3% |
| YTD | -20.2% | -5.0% | -15.2% | -16.1% |
| 1Y | -40.6% | +2.8% | -43.3% | -38.1% |
| 3Y | +221.7% | +105.1% | +116.6% | +207.1% |
| 5Y | +799.0% | +124.3% | +674.7% | +698.8% |
| All | +799.0% | +126.2% | +672.8% | +698.8% |
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