+82.8%
GM vs STLD
+291.8%
-209.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +0.4% | +2.7% | -2.3% | -0.6% |
| 30D | -1.8% | -8.4% | +6.6% | +0.7% |
| 3M | +2.6% | -9.9% | +12.5% | +5.5% |
| 6M | +14.6% | +33.0% | -18.5% | +2.6% |
| YTD | +6.2% | +42.6% | -36.4% | -7.6% |
| 1Y | +48.7% | +80.8% | -32.1% | +18.9% |
| 3Y | +168.3% | +143.4% | +24.9% | +86.3% |
| 5Y | +82.8% | +293.4% | -210.6% | +3.3% |
| All | +82.8% | +291.8% | -209.0% | +3.3% |
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 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