+1,108.5%
STX vs GLDM
+225.0%
+883.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.9% | +9.2% |
| 7D | -14.8% | +5.0% | -19.7% | -16.2% |
| 30D | -35.4% | -1.3% | -34.1% | -35.1% |
| 3M | -37.7% | -4.7% | -33.0% | -36.9% |
| 6M | -35.2% | -12.4% | -22.8% | -32.8% |
| YTD | +84.4% | -4.1% | +88.4% | +89.4% |
| 1Y | +82.3% | +3.3% | +78.9% | +84.5% |
| 3Y | +646.2% | +110.9% | +535.3% | +564.9% |
| 5Y | +487.4% | +124.8% | +362.6% | +407.6% |
| All | +1,108.5% | +225.0% | +883.5% | +904.1% |
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