+500.8%
GIS vs STLD
+8,177.9%
-7,677.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | +0.4% | -9.7% | +10.0% | +1.0% |
| 30D | +10.1% | -4.5% | +14.6% | +10.3% |
| 3M | -3.7% | -13.1% | +9.4% | -3.0% |
| 6M | +4.3% | -2.8% | +7.0% | +4.1% |
| YTD | -19.8% | +35.3% | -55.2% | -21.7% |
| 1Y | -20.5% | +51.4% | -71.8% | -22.9% |
| 3Y | -38.3% | +117.9% | -156.3% | -42.2% |
| 5Y | -32.2% | +272.6% | -304.8% | -39.5% |
| 10Y | -18.0% | +782.2% | -800.2% | -33.1% |
| All | +500.8% | +8,177.9% | -7,677.0% | +279.9% |
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