+37.3%
GEHC vs STLD
+135.5%
-98.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.3% | +6.9% | -9.1% | -3.9% |
| 30D | +19.0% | -1.5% | +20.5% | +19.2% |
| 3M | +13.3% | -9.7% | +23.0% | +15.6% |
| 6M | +31.5% | +2.3% | +29.2% | +28.7% |
| YTD | 0.0% | +41.0% | -41.0% | -11.5% |
| 1Y | +9.4% | +51.8% | -42.5% | -5.3% |
| 3Y | +18.3% | +126.4% | -108.1% | -9.6% |
| All | +37.3% | +135.5% | -98.2% | -5.9% |
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