+1,000.7%
STX vs GLDM
+219.1%
+781.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -28.5% | +4.7% | -33.1% | -29.7% |
| 30D | -42.9% | -0.9% | -42.1% | -42.8% |
| 3M | -45.9% | -4.3% | -41.6% | -45.4% |
| 6M | -41.3% | -13.4% | -27.9% | -38.8% |
| YTD | +67.9% | -5.8% | +73.8% | +73.5% |
| 1Y | +66.5% | +2.1% | +64.5% | +69.4% |
| 3Y | +588.0% | +105.0% | +482.9% | +517.2% |
| 5Y | +449.1% | +122.5% | +326.6% | +376.5% |
| All | +1,000.7% | +219.1% | +781.6% | +819.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling