+104.3%
GD vs STLD
+303.7%
-199.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.5% | -2.1% |
| 7D | +3.0% | -3.9% | +6.9% | +3.7% |
| 30D | +10.5% | -0.4% | +10.9% | +10.5% |
| 3M | -5.0% | -9.2% | +4.2% | -3.6% |
| 6M | +5.5% | +5.0% | +0.5% | +4.0% |
| YTD | +10.3% | +42.8% | -32.5% | +2.2% |
| 1Y | +8.2% | +60.1% | -51.9% | -2.0% |
| 3Y | +59.0% | +123.5% | -64.4% | +32.7% |
| 5Y | +104.3% | +302.0% | -197.8% | +45.2% |
| All | +104.3% | +303.7% | -199.5% | +45.2% |
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