+225.3%
GLDM vs STLA
-57.0%
+282.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +5.0% | -6.4% | +11.3% | +5.1% |
| 30D | -1.3% | -1.3% | 0.0% | -1.3% |
| 3M | -4.7% | -19.9% | +15.2% | -4.3% |
| 6M | -12.4% | -42.9% | +30.5% | -11.5% |
| YTD | -4.1% | -59.4% | +55.4% | -2.9% |
| 1Y | +3.3% | -56.8% | +60.2% | +4.5% |
| 3Y | +110.9% | -73.1% | +184.0% | +115.1% |
| 5Y | +124.8% | -70.1% | +194.9% | +127.4% |
| All | +225.3% | -57.0% | +282.4% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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