+205.7%
GLW vs STLD
+268.5%
-62.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.6% | -5.3% | -10.3% |
| 7D | -19.7% | -12.5% | -7.3% | -15.8% |
| 30D | -38.8% | -6.8% | -32.0% | -37.1% |
| 3M | -33.9% | -16.4% | -17.5% | -29.8% |
| 6M | -36.0% | -6.1% | -29.9% | -35.1% |
| YTD | +18.7% | +32.0% | -13.2% | +7.3% |
| 1Y | +19.8% | +45.5% | -25.7% | +5.0% |
| 3Y | +294.3% | +106.5% | +187.8% | +203.0% |
| 5Y | +205.7% | +267.2% | -61.4% | +94.0% |
| All | +205.7% | +268.5% | -62.8% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling