+876.7%
IAU vs STLD
+4,060.5%
-3,183.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | +3.1% | -3.7% | -0.7% |
| 30D | +4.4% | -9.0% | +13.4% | +4.8% |
| 3M | -1.1% | -12.4% | +11.3% | -0.6% |
| 6M | -13.7% | +25.5% | -39.2% | -14.7% |
| YTD | +2.7% | +43.6% | -40.9% | +1.0% |
| 1Y | +24.6% | +87.2% | -62.6% | +21.1% |
| 3Y | +126.8% | +135.2% | -8.4% | +117.2% |
| 5Y | +139.5% | +290.9% | -151.4% | +122.5% |
| 10Y | +226.3% | +1,113.5% | -887.2% | +181.3% |
| All | +876.7% | +4,060.5% | -3,183.8% | +594.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling