+153.0%
GE vs STLD
+1,087.1%
-934.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | -1.6% | +3.1% | -4.7% | -2.9% |
| 30D | -11.6% | -9.0% | -2.6% | -8.4% |
| 3M | +3.0% | -12.4% | +15.4% | +7.7% |
| 6M | -0.5% | +25.5% | -26.0% | -10.4% |
| YTD | +9.7% | +43.6% | -33.9% | -6.9% |
| 1Y | +20.0% | +87.2% | -67.2% | -9.0% |
| 3Y | +275.8% | +135.2% | +140.6% | +148.9% |
| 5Y | +429.1% | +290.9% | +138.2% | +160.5% |
| All | +153.0% | +1,087.1% | -934.1% | -25.4% |
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