+1,972.8%
STX vs GLD
+206.1%
+1,766.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | +14.6% | -4.6% | +19.2% | +16.3% |
| 30D | -26.0% | -5.5% | -20.5% | -24.7% |
| 3M | -42.6% | -10.9% | -31.7% | -40.7% |
| 6M | -35.3% | -17.4% | -17.8% | -31.6% |
| YTD | +92.5% | -10.3% | +102.8% | +101.6% |
| 1Y | +102.4% | -7.2% | +109.6% | +110.6% |
| 3Y | +673.8% | +96.9% | +576.9% | +607.2% |
| 5Y | +463.1% | +103.8% | +359.3% | +402.8% |
| All | +1,972.8% | +206.1% | +1,766.7% | +1,819.8% |
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