+205.0%
GLD vs STLD
+868.9%
-663.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | +4.7% | -11.1% | +15.8% | +4.9% |
| 30D | -0.9% | -4.8% | +3.9% | -0.8% |
| 3M | -4.4% | -14.6% | +10.1% | -4.2% |
| 6M | -13.6% | -7.4% | -6.2% | -13.5% |
| YTD | -6.0% | +32.6% | -38.6% | -6.4% |
| 1Y | +1.8% | +47.3% | -45.6% | +1.3% |
| 3Y | +103.2% | +107.5% | -4.4% | +101.6% |
| 5Y | +119.3% | +268.8% | -149.5% | +117.0% |
| All | +205.0% | +868.9% | -663.9% | +205.8% |
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