+151.2%
GE vs STLD
+790.2%
-639.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | +5.1% | +6.9% | -1.7% | +2.4% |
| 30D | +7.6% | -1.5% | +9.0% | +8.0% |
| 3M | -9.3% | -9.7% | +0.4% | -6.1% |
| 6M | +11.5% | +2.3% | +9.2% | +9.0% |
| YTD | +7.9% | +41.0% | -33.2% | -8.3% |
| 1Y | +7.6% | +51.8% | -44.2% | -11.4% |
| 3Y | +265.9% | +126.4% | +139.4% | +144.8% |
| 5Y | +405.9% | +285.7% | +120.2% | +148.1% |
| All | +151.2% | +790.2% | -639.0% | -20.8% |
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