+6,948.3%
STX vs GLD
+745.1%
+6,203.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +0.8% | -17.1% | -16.4% |
| 7D | -33.4% | +1.9% | -35.3% | -33.7% |
| 30D | -42.1% | -1.8% | -40.3% | -41.9% |
| 3M | -44.3% | -3.6% | -40.6% | -44.0% |
| 6M | -39.4% | -10.2% | -29.2% | -38.2% |
| YTD | +70.0% | -5.3% | +75.2% | +72.6% |
| 1Y | +70.2% | +2.5% | +67.7% | +70.8% |
| 3Y | +585.2% | +103.2% | +482.0% | +521.3% |
| 5Y | +455.7% | +121.1% | +334.6% | +395.4% |
| 10Y | +2,007.9% | +201.9% | +1,806.0% | +1,696.4% |
| All | +6,948.3% | +745.1% | +6,203.2% | +4,381.0% |
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