+29,416.3%
GILD vs STLD
+8,503.6%
+20,912.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -4.2% | -3.6% | -0.6% | -3.6% |
| 30D | +6.7% | -10.1% | +16.7% | +8.5% |
| 3M | +20.0% | -11.4% | +31.4% | +22.2% |
| 6M | -1.3% | +30.8% | -32.2% | -6.8% |
| YTD | +19.4% | +40.7% | -21.2% | +11.1% |
| 1Y | +28.9% | +80.8% | -51.8% | +14.3% |
| 3Y | +110.3% | +140.2% | -29.9% | +72.6% |
| 5Y | +144.8% | +288.5% | -143.6% | +76.7% |
| 10Y | +164.4% | +1,104.3% | -940.0% | +41.7% |
| All | +29,416.3% | +8,503.6% | +20,912.7% | +6,769.3% |
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