+562.0%
GLW vs STLD
+802.0%
-240.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.2% | +7.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.9% |
| 30D | -18.2% | -0.1% | -18.1% | -18.0% |
| 3M | -24.2% | -9.2% | -15.0% | -21.5% |
| 6M | -41.7% | +1.8% | -43.5% | -42.7% |
| YTD | +38.3% | +42.1% | -3.8% | +19.8% |
| 1Y | +38.2% | +58.5% | -20.3% | +15.0% |
| 3Y | +363.4% | +128.2% | +235.2% | +225.7% |
| 5Y | +254.6% | +288.2% | -33.7% | +90.6% |
| 10Y | +562.0% | +799.8% | -237.8% | +135.1% |
| All | +562.0% | +802.0% | -240.1% | +135.1% |
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