+492.6%
GEV vs STLD
+57.6%
+435.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -9.8% | -11.1% | +1.4% | -4.7% |
| 30D | -22.3% | -4.8% | -17.5% | -20.3% |
| 3M | -22.6% | -14.6% | -8.0% | -17.1% |
| 6M | -30.7% | -7.4% | -23.3% | -29.5% |
| YTD | +18.7% | +32.6% | -13.8% | +0.2% |
| 1Y | +41.0% | +47.3% | -6.3% | +12.6% |
| All | +492.6% | +57.6% | +435.0% | +329.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling