+2,071.0%
STX vs GLD
+205.3%
+1,865.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.9% | +9.2% |
| 7D | -14.8% | +4.9% | -19.7% | -16.1% |
| 30D | -35.4% | -1.3% | -34.0% | -35.1% |
| 3M | -37.7% | -4.8% | -32.9% | -36.9% |
| 6M | -35.2% | -12.5% | -22.7% | -32.9% |
| YTD | +84.4% | -4.2% | +88.6% | +89.4% |
| 1Y | +82.3% | +3.0% | +79.2% | +84.7% |
| 3Y | +646.2% | +109.1% | +537.1% | +574.4% |
| 5Y | +487.4% | +121.6% | +365.8% | +417.7% |
| 10Y | +2,071.0% | +212.2% | +1,858.8% | +1,860.6% |
| All | +2,071.0% | +205.3% | +1,865.7% | +1,860.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 10y: compounded portfolio wealth divided by compounded GLD 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…
10y analysis · Full analysis span regression · 6 months rolling