+6,864.6%
STX vs GLD
+738.4%
+6,126.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -28.5% | +4.7% | -33.2% | -29.2% |
| 30D | -42.9% | -0.9% | -42.0% | -42.8% |
| 3M | -45.9% | -4.4% | -41.5% | -45.5% |
| 6M | -41.3% | -13.6% | -27.7% | -39.7% |
| YTD | +67.9% | -6.0% | +73.9% | +70.9% |
| 1Y | +66.5% | +1.8% | +64.8% | +67.4% |
| 3Y | +588.0% | +103.2% | +484.8% | +524.1% |
| 5Y | +449.1% | +119.3% | +329.7% | +390.3% |
| 10Y | +1,982.8% | +199.5% | +1,783.4% | +1,677.9% |
| All | +6,864.6% | +738.4% | +6,126.2% | +4,334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling