+6.5%
GE vs STLD
+45.5%
-39.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.6% |
| 7D | +7.1% | -11.1% | +18.2% | +10.4% |
| 30D | +6.5% | -4.8% | +11.2% | +7.8% |
| 3M | -13.6% | -14.6% | +1.0% | -10.2% |
| 6M | +6.0% | -7.4% | +13.4% | +6.7% |
| YTD | +5.4% | +32.6% | -27.2% | -6.3% |
| 1Y | +6.5% | +47.3% | -40.9% | -8.4% |
| All | +6.5% | +45.5% | -39.0% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling