+1,374.9%
GLW vs STLD
+7,971.8%
-6,596.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.6% | -5.3% | -10.5% |
| 7D | -19.7% | -12.5% | -7.3% | -16.1% |
| 30D | -38.8% | -6.8% | -32.0% | -37.2% |
| 3M | -33.9% | -16.4% | -17.5% | -30.1% |
| 6M | -36.0% | -6.1% | -29.9% | -35.1% |
| YTD | +18.7% | +32.0% | -13.2% | +8.2% |
| 1Y | +19.8% | +45.5% | -25.7% | +5.9% |
| 3Y | +294.3% | +106.5% | +187.8% | +205.2% |
| 5Y | +205.7% | +267.2% | -61.4% | +89.9% |
| 10Y | +493.8% | +878.9% | -385.1% | +155.2% |
| All | +1,374.9% | +7,971.8% | -6,596.9% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling