+208.4%
GLD vs STLD
+804.7%
-596.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.4% | -2.7% |
| 7D | +2.8% | -4.7% | +7.5% | +2.9% |
| 30D | -4.0% | -0.9% | -3.0% | -4.0% |
| 3M | -8.2% | -11.9% | +3.6% | -8.1% |
| 6M | -14.8% | +0.9% | -15.8% | -14.9% |
| YTD | -6.8% | +40.4% | -47.2% | -7.3% |
| 1Y | -2.4% | +56.6% | -59.0% | -2.9% |
| 3Y | +105.8% | +125.5% | -19.7% | +103.8% |
| 5Y | +113.3% | +292.8% | -179.5% | +110.7% |
| 10Y | +208.4% | +787.1% | -578.6% | +207.8% |
| All | +208.4% | +804.7% | -596.2% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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