+231.3%
GM vs STLD
+1,092.9%
-861.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -1.1% | -2.8% | +1.7% | +0.1% |
| 30D | -4.6% | -10.4% | +5.8% | -0.6% |
| 3M | +0.2% | -10.6% | +10.8% | +4.0% |
| 6M | +12.6% | +32.7% | -20.1% | -2.0% |
| YTD | +3.7% | +42.8% | -39.1% | -13.1% |
| 1Y | +45.6% | +86.9% | -41.3% | +8.0% |
| 3Y | +162.0% | +143.8% | +18.2% | +64.4% |
| 5Y | +80.5% | +293.5% | -213.0% | -15.8% |
| 10Y | +231.3% | +1,122.7% | -891.3% | -8.7% |
| All | +231.3% | +1,092.9% | -861.5% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling