+222.0%
GLDM vs STLA
-56.8%
+278.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.4% | +1.0% |
| 7D | +1.9% | -5.5% | +7.4% | +2.0% |
| 30D | -1.7% | -3.7% | +2.0% | -1.6% |
| 3M | -3.5% | -21.1% | +17.6% | -3.1% |
| 6M | -10.1% | -38.3% | +28.3% | -9.3% |
| YTD | -5.0% | -59.2% | +54.2% | -3.9% |
| 1Y | +2.8% | -56.7% | +59.5% | +3.9% |
| 3Y | +105.1% | -74.3% | +179.4% | +109.4% |
| 5Y | +124.3% | -70.2% | +194.5% | +127.0% |
| All | +222.0% | -56.8% | +278.8% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling