-7.8%
GFS vs STLD
+291.9%
-299.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | +17.2% | +6.9% | +10.4% | +13.5% |
| 30D | -8.7% | -1.5% | -7.3% | -7.7% |
| 3M | -19.7% | -9.7% | -10.0% | -15.8% |
| 6M | -40.7% | +2.3% | -43.0% | -42.2% |
| YTD | +22.5% | +41.0% | -18.5% | +1.7% |
| 1Y | +25.2% | +51.8% | -26.6% | +0.3% |
| 3Y | -17.7% | +126.4% | -144.1% | -46.4% |
| 5Y | -23.5% | +285.7% | -309.2% | -62.5% |
| All | -7.8% | +291.9% | -299.7% | -54.4% |
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