+2.8%
GLDM vs STLD
+47.9%
-45.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.6% | +8.4% | +1.9% |
| 7D | +1.9% | -12.5% | +14.4% | +3.8% |
| 30D | -1.7% | -6.8% | +5.1% | -0.8% |
| 3M | -3.5% | -16.4% | +12.8% | -1.1% |
| 6M | -10.1% | -6.1% | -3.9% | -10.2% |
| YTD | -5.0% | +32.0% | -37.0% | -11.9% |
| 1Y | +2.8% | +45.5% | -42.7% | -6.0% |
| All | +2.8% | +47.9% | -45.1% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling