+104.9%
GLDM vs STLD
+121.5%
-16.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +3.8% |
| 7D | -0.3% | -3.9% | +3.7% | -0.1% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | -0.4% | -9.2% | +8.8% | 0.0% |
| 6M | -10.1% | +5.0% | -15.0% | -10.4% |
| YTD | -5.8% | +42.8% | -48.7% | -7.4% |
| 1Y | +3.1% | +60.1% | -57.0% | +1.3% |
| All | +104.9% | +121.5% | -16.6% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling