+443.9%
GH vs STLD
+105.6%
+338.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | -15.6% | -11.1% | -4.5% | -12.7% |
| 30D | -10.4% | -4.8% | -5.6% | -9.0% |
| 3M | -4.3% | -14.6% | +10.3% | -0.2% |
| 6M | +63.5% | -7.4% | +70.9% | +65.7% |
| YTD | +47.7% | +32.6% | +15.1% | +33.1% |
| 1Y | +56.7% | +47.3% | +9.4% | +36.5% |
| 3Y | +443.9% | +107.5% | +336.3% | +284.7% |
| All | +443.9% | +105.6% | +338.2% | +284.7% |
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