+338.2%
GLW vs STLD
+119.8%
+218.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.2% |
| 7D | +7.5% | +2.9% | +4.6% | +6.3% |
| 30D | -19.0% | -5.6% | -13.5% | -16.9% |
| 3M | -27.9% | -11.7% | -16.2% | -24.4% |
| 6M | -44.6% | -2.8% | -41.8% | -44.6% |
| YTD | +31.0% | +36.4% | -5.5% | +14.7% |
| 1Y | +39.7% | +50.0% | -10.3% | +18.5% |
| 3Y | +338.2% | +122.3% | +215.9% | +215.4% |
| All | +338.2% | +119.8% | +218.4% | +215.4% |
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