+39.3%
GEHC vs STLD
+127.9%
-88.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.7% | +2.2% |
| 7D | +0.8% | +2.9% | -2.2% | 0.0% |
| 30D | +21.3% | -5.6% | +26.9% | +22.7% |
| 3M | +12.6% | -11.7% | +24.3% | +15.4% |
| 6M | +34.3% | -2.8% | +37.1% | +33.2% |
| YTD | +1.4% | +36.4% | -35.0% | -9.5% |
| 1Y | +12.5% | +50.0% | -37.5% | -2.5% |
| 3Y | +19.2% | +122.3% | -103.1% | -8.5% |
| All | +39.3% | +127.9% | -88.6% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling