+211.6%
GM vs STLD
+761.4%
-549.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +1.1% |
| 7D | -0.2% | +2.9% | -3.1% | -1.5% |
| 30D | +3.6% | -5.6% | +9.1% | +5.8% |
| 3M | -0.2% | -11.7% | +11.5% | +4.2% |
| 6M | +13.9% | -2.8% | +16.7% | +13.4% |
| YTD | +6.5% | +36.4% | -30.0% | -9.7% |
| 1Y | +20.7% | +50.0% | -29.3% | -2.0% |
| 3Y | +229.5% | +122.3% | +107.2% | +113.6% |
| 5Y | +41.5% | +273.2% | -231.7% | -33.5% |
| All | +211.6% | +761.4% | -549.8% | -9.7% |
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