-29.3%
GFS vs STLD
+104.7%
-134.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -7.6% | -2.3% | -5.8% |
| 7D | -20.7% | -12.5% | -8.2% | -14.6% |
| 30D | -25.2% | -6.8% | -18.4% | -22.0% |
| 3M | -26.3% | -16.4% | -9.9% | -19.3% |
| 6M | -50.7% | -6.1% | -44.6% | -50.0% |
| YTD | +4.5% | +32.0% | -27.4% | -12.8% |
| 1Y | +2.5% | +45.5% | -43.1% | -19.1% |
| All | -29.3% | +104.7% | -134.1% | -53.8% |
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