+620.7%
GEV vs STLD
+70.8%
+549.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | +3.3% | +3.1% | +0.1% | +1.8% |
| 30D | -7.5% | -9.0% | +1.5% | -3.8% |
| 3M | -2.2% | -12.4% | +10.2% | +2.8% |
| 6M | +12.1% | +25.5% | -13.4% | -1.9% |
| YTD | +44.4% | +43.6% | +0.8% | +17.4% |
| 1Y | +57.7% | +87.2% | -29.5% | +11.0% |
| All | +620.7% | +70.8% | +549.9% | +403.0% |
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