+1,926.3%
STX vs GLDM
+248.1%
+1,678.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +1.4% | +4.4% | -3.0% | -0.3% |
| 3M | -8.2% | -1.1% | -7.2% | -8.2% |
| 6M | +127.0% | -13.7% | +140.7% | +135.9% |
| YTD | +209.1% | +2.8% | +206.4% | +210.9% |
| 1Y | +365.4% | +24.8% | +340.6% | +350.9% |
| 3Y | +1,135.4% | +127.8% | +1,007.6% | +976.1% |
| 5Y | +991.5% | +141.1% | +850.4% | +822.8% |
| All | +1,926.3% | +248.1% | +1,678.1% | +1,547.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling