+188.5%
GD vs STLD
+868.9%
-680.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -5.0% | -11.1% | +6.2% | -2.2% |
| 30D | +8.9% | -4.8% | +13.7% | +10.1% |
| 3M | -8.0% | -14.6% | +6.5% | -4.8% |
| 6M | +2.9% | -7.4% | +10.3% | +3.9% |
| YTD | +7.1% | +32.6% | -25.5% | -2.3% |
| 1Y | +5.9% | +47.3% | -41.4% | -6.1% |
| 3Y | +53.9% | +107.5% | -53.7% | +20.8% |
| 5Y | +95.4% | +268.8% | -173.4% | +22.9% |
| All | +188.5% | +868.9% | -680.4% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling