+152.0%
GE vs STLD
+761.4%
-609.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.6% |
| 7D | +2.7% | +2.9% | -0.3% | +1.4% |
| 30D | +8.1% | -5.6% | +13.6% | +10.4% |
| 3M | -7.9% | -11.7% | +3.9% | -3.8% |
| 6M | +12.9% | -2.8% | +15.7% | +12.6% |
| YTD | +8.2% | +36.4% | -28.3% | -6.9% |
| 1Y | +9.7% | +50.0% | -40.3% | -9.3% |
| 3Y | +266.1% | +122.3% | +143.8% | +146.6% |
| 5Y | +407.4% | +273.2% | +134.2% | +152.0% |
| All | +152.0% | +761.4% | -609.5% | -19.6% |
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