+443.6%
STX vs GLD
+118.6%
+325.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -28.5% | +4.7% | -33.2% | -30.0% |
| 30D | -42.9% | -0.9% | -42.0% | -42.7% |
| 3M | -45.9% | -4.4% | -41.5% | -45.2% |
| 6M | -41.3% | -13.6% | -27.7% | -38.2% |
| YTD | +67.9% | -6.0% | +73.9% | +75.3% |
| 1Y | +66.5% | +1.8% | +64.8% | +70.6% |
| 3Y | +588.0% | +103.2% | +484.8% | +506.7% |
| All | +443.6% | +118.6% | +325.0% | +333.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling