+401.3%
GH vs STLD
+512.6%
-111.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -0.1% | +3.1% | -3.2% | -1.1% |
| 30D | -1.1% | -9.0% | +7.9% | +1.5% |
| 3M | +21.3% | -12.4% | +33.7% | +25.2% |
| 6M | +73.5% | +25.5% | +48.0% | +59.5% |
| YTD | +58.0% | +43.6% | +14.4% | +38.5% |
| 1Y | +163.1% | +87.2% | +75.9% | +109.7% |
| 3Y | +361.0% | +135.2% | +225.8% | +235.0% |
| 5Y | +22.5% | +290.9% | -268.3% | -24.8% |
| All | +401.3% | +512.6% | -111.3% | +144.9% |
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 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