+145.9%
GLDM vs STLD
+292.4%
-146.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -0.5% | +3.1% | -3.7% | -0.6% |
| 30D | +4.4% | -9.0% | +13.4% | +4.7% |
| 3M | -1.1% | -12.4% | +11.3% | -0.7% |
| 6M | -13.7% | +25.5% | -39.2% | -14.4% |
| YTD | +2.8% | +43.6% | -40.9% | +1.6% |
| 1Y | +24.8% | +87.2% | -62.3% | +22.8% |
| 3Y | +127.8% | +135.2% | -7.4% | +122.4% |
| All | +145.9% | +292.4% | -146.5% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling