-12.7%
GFS vs STLD
+296.9%
-309.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -4.5% |
| 7D | -12.5% | -3.9% | -8.6% | -10.7% |
| 30D | -16.9% | -0.4% | -16.5% | -16.7% |
| 3M | -22.3% | -9.2% | -13.1% | -19.0% |
| 6M | -40.2% | +5.0% | -45.2% | -42.5% |
| YTD | +16.0% | +42.8% | -26.8% | -4.5% |
| 1Y | +17.7% | +60.1% | -42.4% | -8.4% |
| 3Y | -23.4% | +123.5% | -146.8% | -50.0% |
| 5Y | -35.4% | +302.0% | -337.4% | -68.1% |
| All | -12.7% | +296.9% | -309.6% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling