+660.3%
GE vs STLD
+7,971.8%
-7,311.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.6% | +3.1% | -2.4% |
| 7D | +0.5% | -12.5% | +13.0% | +4.2% |
| 30D | +1.7% | -6.8% | +8.6% | +3.6% |
| 3M | -17.3% | -16.4% | -0.9% | -13.6% |
| 6M | +10.1% | -6.1% | +16.2% | +11.1% |
| YTD | +2.6% | +32.0% | -29.4% | -6.0% |
| 1Y | +3.7% | +45.5% | -41.8% | -7.6% |
| 3Y | +268.3% | +106.5% | +161.8% | +192.5% |
| 5Y | +376.2% | +267.2% | +109.0% | +214.1% |
| 10Y | +156.4% | +878.9% | -722.5% | +26.7% |
| All | +660.3% | +7,971.8% | -7,311.5% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling