+205.0%
GM vs STLD
+105.6%
+99.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.7% |
| 7D | -1.4% | -11.1% | +9.7% | +2.0% |
| 30D | +6.4% | -4.8% | +11.2% | +7.8% |
| 3M | -0.7% | -14.6% | +13.9% | +3.5% |
| 6M | +9.9% | -7.4% | +17.3% | +11.2% |
| YTD | +6.7% | +32.6% | -25.9% | -4.4% |
| 1Y | +26.2% | +47.3% | -21.1% | +9.3% |
| 3Y | +205.0% | +107.5% | +97.5% | +118.5% |
| All | +205.0% | +105.6% | +99.4% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling