-29.3%
GFS vs STLD
+289.0%
-318.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -1.6% |
| 7D | -5.3% | -4.7% | -0.6% | -2.8% |
| 30D | -15.8% | -0.9% | -14.8% | -15.1% |
| 3M | -18.6% | -11.9% | -6.8% | -13.7% |
| 6M | -45.0% | +0.9% | -45.9% | -46.0% |
| YTD | +16.8% | +40.4% | -23.6% | -3.2% |
| 1Y | +17.8% | +56.6% | -38.8% | -7.6% |
| 3Y | -21.5% | +125.5% | -147.0% | -49.4% |
| 5Y | -29.3% | +292.8% | -322.2% | -65.9% |
| All | -29.3% | +289.0% | -318.3% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling