-24.9%
GFS vs STLD
+105.6%
-130.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.8% | +6.0% |
| 7D | -7.8% | -11.1% | +3.3% | -1.6% |
| 30D | -19.7% | -4.8% | -14.9% | -17.2% |
| 3M | -23.1% | -14.6% | -8.6% | -16.7% |
| 6M | -46.4% | -7.4% | -39.0% | -45.1% |
| YTD | +11.0% | +32.6% | -21.5% | -7.6% |
| 1Y | +12.6% | +47.3% | -34.7% | -11.7% |
| 3Y | -24.9% | +107.5% | -132.5% | -51.0% |
| All | -24.9% | +105.6% | -130.6% | -51.0% |
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 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