+190.4%
GD vs STLD
+864.5%
-674.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.6% | +5.3% | -0.4% |
| 7D | -3.9% | -12.5% | +8.6% | -0.7% |
| 30D | +8.1% | -6.8% | +14.9% | +9.8% |
| 3M | -6.8% | -16.4% | +9.6% | -3.0% |
| 6M | +3.0% | -6.1% | +9.1% | +3.6% |
| YTD | +7.8% | +32.0% | -24.2% | -1.5% |
| 1Y | +5.8% | +45.5% | -39.7% | -5.9% |
| 3Y | +55.3% | +106.5% | -51.2% | +22.1% |
| 5Y | +96.7% | +267.2% | -170.5% | +23.9% |
| All | +190.4% | +864.5% | -674.1% | +19.5% |
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