+25.1%
GILD vs STLD
+82.8%
-57.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -4.8% | -0.9% | -3.9% | -4.7% |
| 30D | +5.8% | -8.9% | +14.7% | +6.7% |
| 3M | +14.9% | -14.0% | +29.0% | +17.1% |
| 6M | -0.4% | +30.8% | -31.2% | -4.9% |
| YTD | +18.5% | +42.3% | -23.7% | +12.8% |
| 1Y | +25.1% | +81.1% | -56.0% | +18.4% |
| All | +25.1% | +82.8% | -57.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling