+297.3%
GLW vs STLD
+104.7%
+192.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.6% | -5.3% | -9.9% |
| 7D | -19.7% | -12.5% | -7.3% | -15.3% |
| 30D | -38.8% | -6.8% | -32.0% | -36.8% |
| 3M | -33.9% | -16.4% | -17.5% | -29.2% |
| 6M | -36.0% | -6.1% | -29.9% | -35.2% |
| YTD | +18.7% | +32.0% | -13.2% | +5.3% |
| 1Y | +19.8% | +45.5% | -25.7% | +2.8% |
| All | +297.3% | +104.7% | +192.6% | +189.8% |
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