+46.4%
GH vs STLD
+274.1%
-227.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.9% |
| 7D | +0.6% | +2.9% | -2.4% | -0.5% |
| 30D | -6.9% | -5.6% | -1.4% | -5.0% |
| 3M | -4.9% | -11.7% | +6.8% | -1.0% |
| 6M | +54.1% | -2.8% | +56.8% | +53.7% |
| YTD | +48.5% | +36.4% | +12.1% | +29.5% |
| 1Y | +61.2% | +50.0% | +11.2% | +35.5% |
| 3Y | +570.3% | +122.3% | +448.0% | +359.4% |
| All | +46.4% | +274.1% | -227.7% | -21.0% |
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