+493.9%
GLW vs STLD
+868.9%
-375.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.4% |
| 7D | -13.9% | -11.1% | -2.8% | -9.7% |
| 30D | -35.0% | -4.8% | -30.2% | -33.6% |
| 3M | -32.4% | -14.6% | -17.8% | -28.3% |
| 6M | -41.3% | -7.4% | -33.9% | -40.2% |
| YTD | +21.8% | +32.6% | -10.7% | +8.5% |
| 1Y | +21.8% | +47.3% | -25.5% | +4.4% |
| 3Y | +307.7% | +107.5% | +200.1% | +197.9% |
| 5Y | +213.7% | +268.8% | -55.1% | +72.8% |
| All | +493.9% | +868.9% | -375.0% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling