+588.0%
STX vs GLD
+102.3%
+485.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -28.5% | +4.7% | -33.2% | -30.3% |
| 30D | -42.9% | -0.9% | -42.0% | -42.7% |
| 3M | -45.9% | -4.4% | -41.5% | -45.1% |
| 6M | -41.3% | -13.6% | -27.7% | -37.6% |
| YTD | +67.9% | -6.0% | +73.9% | +76.8% |
| 1Y | +66.5% | +1.8% | +64.8% | +71.3% |
| 3Y | +588.0% | +103.2% | +484.8% | +448.5% |
| All | +588.0% | +102.3% | +485.7% | +448.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling