+739.3%
GLD vs STLD
+3,836.3%
-3,097.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +3.8% |
| 7D | -0.3% | -3.9% | +3.7% | -0.1% |
| 30D | -1.9% | -0.4% | -1.5% | -1.9% |
| 3M | -0.4% | -9.2% | +8.8% | -0.1% |
| 6M | -10.2% | +5.0% | -15.2% | -10.5% |
| YTD | -6.0% | +42.8% | -48.8% | -7.6% |
| 1Y | +2.8% | +60.1% | -57.3% | +0.5% |
| 3Y | +101.6% | +123.5% | -21.9% | +93.3% |
| 5Y | +122.2% | +302.0% | -179.8% | +105.8% |
| 10Y | +199.5% | +959.3% | -759.8% | +159.3% |
| All | +739.3% | +3,836.3% | -3,097.0% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling