+368.5%
GH vs STLD
+465.5%
-96.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | -15.6% | -11.1% | -4.5% | -12.4% |
| 30D | -10.4% | -4.8% | -5.6% | -8.9% |
| 3M | -4.3% | -14.6% | +10.3% | +0.2% |
| 6M | +63.5% | -7.4% | +70.9% | +65.9% |
| YTD | +47.7% | +32.6% | +15.1% | +32.9% |
| 1Y | +56.7% | +47.3% | +9.4% | +36.3% |
| 3Y | +443.9% | +107.5% | +336.3% | +311.3% |
| 5Y | +36.9% | +268.8% | -231.9% | -14.1% |
| All | +368.5% | +465.5% | -96.9% | +134.8% |
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 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