-36.9%
GIS vs STLD
+105.6%
-142.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | +3.6% | -11.1% | +14.7% | +2.9% |
| 30D | +13.9% | -4.8% | +18.7% | +13.5% |
| 3M | +0.3% | -14.6% | +14.9% | -0.4% |
| 6M | +5.0% | -7.4% | +12.4% | +4.6% |
| YTD | -18.4% | +32.6% | -50.9% | -17.5% |
| 1Y | -17.4% | +47.3% | -64.8% | -16.1% |
| 3Y | -36.9% | +107.5% | -144.5% | -34.0% |
| All | -36.9% | +105.6% | -142.6% | -34.0% |
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 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