+1,688.7%
STRL vs GLDM
+221.7%
+1,467.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.8% | -14.7% | -14.1% |
| 7D | -34.6% | +1.9% | -36.5% | -35.2% |
| 30D | -56.7% | -1.7% | -55.0% | -56.4% |
| 3M | -54.4% | -3.5% | -50.9% | -53.9% |
| 6M | -69.7% | -10.1% | -59.6% | -68.6% |
| YTD | -20.2% | -5.0% | -15.2% | -17.2% |
| 1Y | -40.6% | +2.8% | -43.3% | -38.8% |
| 3Y | +221.7% | +105.1% | +116.6% | +209.4% |
| 5Y | +799.0% | +124.3% | +674.7% | +745.9% |
| All | +1,688.7% | +221.7% | +1,467.1% | +1,771.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling