+105.0%
GLDM vs STLA
-74.0%
+179.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | -4.5% | +9.2% | +4.8% |
| 30D | -0.9% | -3.9% | +3.0% | -0.8% |
| 3M | -4.3% | -20.2% | +15.9% | -3.9% |
| 6M | -13.4% | -42.2% | +28.8% | -12.8% |
| YTD | -5.8% | -59.3% | +53.5% | -5.5% |
| 1Y | +2.1% | -56.1% | +58.1% | +2.4% |
| 3Y | +105.0% | -73.7% | +178.7% | +113.0% |
| All | +105.0% | -74.0% | +179.1% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling