+635.3%
STX vs GLD
+104.6%
+530.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.4% |
| 7D | -17.3% | +2.8% | -20.1% | -18.5% |
| 30D | -35.9% | -4.0% | -32.0% | -34.7% |
| 3M | -37.3% | -8.2% | -29.1% | -35.0% |
| 6M | -35.8% | -14.8% | -21.0% | -31.2% |
| YTD | +82.7% | -6.8% | +89.5% | +93.2% |
| 1Y | +71.6% | -2.4% | +74.0% | +78.9% |
| 3Y | +635.3% | +105.8% | +529.5% | +484.1% |
| All | +635.3% | +104.6% | +530.6% | +484.1% |
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