+410.2%
GLW vs STLD
+135.5%
+274.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.3% |
| 7D | +3.8% | +3.1% | +0.6% | +2.4% |
| 30D | -1.3% | -9.0% | +7.6% | +1.9% |
| 3M | -21.8% | -12.4% | -9.4% | -18.5% |
| 6M | +6.9% | +25.5% | -18.6% | -3.8% |
| YTD | +77.2% | +43.6% | +33.5% | +52.2% |
| 1Y | +123.2% | +87.2% | +36.1% | +76.1% |
| All | +410.2% | +135.5% | +274.7% | +263.6% |
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