+155.5%
GE vs STLD
+868.9%
-713.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.5% |
| 7D | +7.1% | -11.1% | +18.2% | +12.1% |
| 30D | +6.5% | -4.8% | +11.2% | +8.4% |
| 3M | -13.6% | -14.6% | +1.0% | -8.6% |
| 6M | +6.0% | -7.4% | +13.4% | +7.7% |
| YTD | +5.4% | +32.6% | -27.2% | -8.1% |
| 1Y | +6.5% | +47.3% | -40.9% | -11.3% |
| 3Y | +268.6% | +107.5% | +161.0% | +156.1% |
| 5Y | +389.0% | +268.8% | +120.2% | +144.9% |
| All | +155.5% | +868.9% | -713.4% | -18.5% |
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