+212.6%
GLW vs STLD
+255.4%
-42.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.5% |
| 7D | -13.9% | -11.1% | -2.8% | -10.2% |
| 30D | -35.0% | -4.8% | -30.2% | -33.7% |
| 3M | -32.4% | -14.6% | -17.8% | -28.7% |
| 6M | -41.3% | -7.4% | -33.9% | -40.3% |
| YTD | +21.8% | +32.6% | -10.7% | +9.9% |
| 1Y | +21.8% | +47.3% | -25.5% | +6.4% |
| 3Y | +307.7% | +107.5% | +200.1% | +212.6% |
| All | +212.6% | +255.4% | -42.8% | +100.8% |
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 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