+1,184.4%
STX vs GLDM
+128.8%
+1,055.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.8% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +1.4% | +4.4% | -3.0% | -1.1% |
| 3M | -8.2% | -1.1% | -7.2% | -8.2% |
| 6M | +127.0% | -13.7% | +140.7% | +139.8% |
| YTD | +209.1% | +2.8% | +206.4% | +212.8% |
| 1Y | +365.4% | +24.8% | +340.6% | +347.6% |
| All | +1,184.4% | +128.8% | +1,055.6% | +935.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling