+5.8%
GD vs STLD
+47.9%
-42.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.6% | +5.3% | -1.7% |
| 7D | -3.9% | -12.5% | +8.6% | -2.9% |
| 30D | +8.1% | -6.8% | +14.9% | +8.7% |
| 3M | -6.8% | -16.4% | +9.6% | -5.3% |
| 6M | +3.0% | -6.1% | +9.1% | +4.0% |
| YTD | +7.8% | +32.0% | -24.2% | +2.9% |
| 1Y | +5.8% | +45.5% | -39.7% | -0.1% |
| All | +5.8% | +47.9% | -42.1% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling