+97.2%
GD vs STLD
+292.4%
-195.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -5.3% | +3.1% | -8.4% | -5.8% |
| 30D | -6.4% | -9.0% | +2.6% | -5.0% |
| 3M | +5.7% | -12.4% | +18.1% | +7.9% |
| 6M | -0.9% | +25.5% | -26.4% | -5.5% |
| YTD | +8.2% | +43.6% | -35.5% | +0.4% |
| 1Y | +13.4% | +87.2% | -73.8% | -0.1% |
| 3Y | +68.5% | +135.2% | -66.7% | +39.8% |
| All | +97.2% | +292.4% | -195.2% | +42.4% |
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