-10.3%
GFS vs STLD
+279.2%
-289.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.1% |
| 7D | +7.4% | +2.9% | +4.5% | +5.9% |
| 30D | -15.3% | -5.6% | -9.7% | -12.6% |
| 3M | -21.1% | -11.7% | -9.4% | -16.4% |
| 6M | -44.5% | -2.8% | -41.7% | -44.5% |
| YTD | +19.2% | +36.4% | -17.2% | +0.6% |
| 1Y | +27.2% | +50.0% | -22.8% | +2.5% |
| 3Y | -20.1% | +122.3% | -142.4% | -47.5% |
| 5Y | -25.6% | +273.2% | -298.8% | -62.9% |
| All | -10.3% | +279.2% | -289.5% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling