-2.8%
GLD vs STLD
+56.5%
-59.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.4% | -3.2% |
| 7D | +2.8% | -4.7% | +7.5% | +3.4% |
| 30D | -4.0% | -0.9% | -3.0% | -3.9% |
| 3M | -8.2% | -11.9% | +3.6% | -6.5% |
| 6M | -14.8% | +0.9% | -15.8% | -16.0% |
| YTD | -6.8% | +40.4% | -47.2% | -14.6% |
| All | -2.8% | +56.5% | -59.3% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling