+162.4%
GE vs STLD
+779.4%
-617.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.0% |
| 7D | +6.3% | -9.7% | +15.9% | +10.6% |
| 30D | +8.9% | -4.5% | +13.4% | +10.8% |
| 3M | -9.2% | -13.1% | +3.9% | -4.6% |
| 6M | +13.2% | -2.8% | +16.0% | +12.9% |
| YTD | +9.4% | +35.3% | -25.9% | -5.5% |
| 1Y | +9.8% | +51.4% | -41.6% | -9.6% |
| 3Y | +278.2% | +117.9% | +160.2% | +157.0% |
| 5Y | +396.0% | +272.6% | +123.4% | +146.5% |
| 10Y | +162.4% | +782.2% | -619.8% | -18.2% |
| All | +162.4% | +779.4% | -617.0% | -18.2% |
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 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