+206.1%
GLD vs STLD
+761.4%
-555.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | -4.6% | +2.9% | -7.5% | -4.6% |
| 30D | -5.5% | -5.6% | +0.1% | -5.4% |
| 3M | -10.9% | -11.7% | +0.8% | -10.8% |
| 6M | -17.4% | -2.8% | -14.7% | -17.4% |
| YTD | -10.3% | +36.4% | -46.8% | -10.7% |
| 1Y | -7.2% | +50.0% | -57.2% | -7.6% |
| 3Y | +96.9% | +122.3% | -25.4% | +95.1% |
| 5Y | +103.8% | +273.2% | -169.5% | +101.3% |
| All | +206.1% | +761.4% | -555.3% | +206.9% |
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