+204.7%
GLDM vs STLA
-62.8%
+267.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.2% |
| 7D | -4.6% | -13.8% | +9.2% | -4.3% |
| 30D | -5.5% | -10.5% | +5.1% | -5.2% |
| 3M | -10.9% | -28.9% | +18.0% | -10.2% |
| 6M | -17.3% | -49.7% | +32.4% | -16.2% |
| YTD | -10.2% | -64.9% | +54.8% | -8.7% |
| 1Y | -6.9% | -64.0% | +57.1% | -5.5% |
| 3Y | +98.7% | -77.4% | +176.1% | +103.4% |
| 5Y | +106.7% | -74.4% | +181.2% | +110.0% |
| All | +204.7% | -62.8% | +267.5% | +201.3% |
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