+596.2%
STX vs GLDM
+105.8%
+490.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +0.8% | -17.1% | -16.6% |
| 7D | -33.4% | +1.9% | -35.3% | -34.1% |
| 30D | -42.1% | -1.7% | -40.4% | -41.6% |
| 3M | -44.3% | -3.5% | -40.7% | -43.7% |
| 6M | -39.4% | -10.1% | -29.3% | -36.8% |
| YTD | +70.0% | -5.0% | +75.0% | +78.0% |
| 1Y | +70.2% | +2.8% | +67.4% | +74.3% |
| All | +596.2% | +105.8% | +490.4% | +454.8% |
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