+3,426.5%
STX vs GLD
+215.8%
+3,210.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.2% | +6.6% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +1.4% | +4.4% | -3.0% | -0.2% |
| 3M | -8.2% | -1.1% | -7.1% | -8.1% |
| 6M | +127.0% | -13.8% | +140.8% | +135.3% |
| YTD | +209.1% | +2.6% | +206.5% | +211.1% |
| 1Y | +365.4% | +24.5% | +340.9% | +353.0% |
| 3Y | +1,135.4% | +125.8% | +1,009.5% | +998.0% |
| 5Y | +991.5% | +137.8% | +853.7% | +847.5% |
| All | +3,426.5% | +215.8% | +3,210.7% | +3,022.5% |
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